Suppose an investor contacted a broker on Monday, January 8 and placed an order to take a short position of 5 gold March futures contracts. Further suppose that at the time the order was executed, the March gold futures price was 650 dollars per troy ounce. The size of each contract is 100 troy ounces. The broker required the investor to post an initial margin of $2,500 per contract. The broker also informed the investor that the maintenance margin was $1,000 per contract. Answer the following questions. A. Assuming the investor closes out the position at the settlement price on Friday, January 12, fill out the following table. B. Compute the gain/loss on the futures position. Ignore commission charges. Suppose an investor contacted a broker on Monday, January 8 and placed an order to take a short position of 5 gold March futures contracts. Further suppose that at the time the order was executed, the March gold futures price was 650 dollars per troy ounce. The size of each contract is 100 troy ounces. The broker required the investor to post an initial margin of $2,500 per contract. The broker also informed the investor that the maintenance margin was $1,000 per contract. Answer the following questions. A. Assuming the investor closes out the position at the settlement price on Friday, January 12, fill out the following table. B. Compute the gain/loss on the futures position. Ignore commission charges