Question 2: Consider an investor with long position in one gold contract. The investor has entered the position at $593.60. Each contract controls 100 troy ounces for a current market value of $59,360. Assume that the initial margin is $2,500; the maintenance margin is $2,000. During next two days: the futures price drops to $591.00 at the end of the first day and $585.00 on the end of the second day. Compute the amount in the margin account at the end of each day for the long position and any variation margin needed