Please fill in and write the related equations for the TWO answers. Suppose an investor has a $1 million long position in T-bond futures. The investors broker requires a maintenance margin of 3.5% percent, or $35,000 ($1m 0.035), which is the amount currently in the investors account. Suppose also that the value of the futures contracts drops by $50,000 to $950,000. The investors broker will make a margin call to the investor requiring him to immediately send a check for ( ) at his broker for the $950,000 T-bond futures position. If the next day the futures contract drops in value by another $40,000 to $910,000, the investors broker will further make a margin call to the investor requiring him to immediately send a check for ( ) at his broker for the $910,000 T-bond futures position.