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https://touro.instructure.com/courses/42847/qu An investor shorts one mini-gold future contract. The mini-gold contract calls for delivery of 50 Troy ounce of gold. The contract initial margin is $4,000 and the maintenance margin is $3,750. The investor trades the contract a price $1,861.0 per ounce. That day settle is 1,855.0 and the following three days settle price are 1,865.0 1,880.0 and 1,870.0 . Describe the four days marking to market cash flows, the investor margin at the end of every day (after marking to market) and the profit (or loss) at the end, after four days