please do it in 50 minutes please urgently... I'll give you up thumb definitely

a) Suppose that today you take a short position on 10 futures contracts to sell product A in 6 months from now. Each contract is for delivery of 250 pounds of the underlying asset. The futures price at t=0 is 40 per pound. The initial margin is 1,000 per contract and the maintenance margin is 750 per contract. The table below shows the settlement prices for the five days after the position is opened. Trading day Settlement Price Day 0 (initiation) Day 1 39 Day 2 41 Day 3 42 Day 4 Day 5 Day 6 40 43 45 43 Provide a table with the margin account balance at the end of each trading day and indicate whether there is margin call and what action needs to be taken. (15 marks)