Suppose you hold a long position in a $100$ futures contracts for an exercise price of $$70.$ Your broker requires an initial margin of $10\%$ and a maintenance margin of $6\%.$ Over the first $5$ days the contract is active, the price of the underlying asset $($originally $$70$ at the time you entered into the contract$),$ moves from $$70$ to $$60$ to $$65$ to $$45$ to $$60$ to $$65.$ Fill in the following table showing what the margin accounts balance is at the end of each trading day before any potential margin calls, whether youd receive a margin call that day, how much youd be required to put in$,$ and what the ending balance would be after that margin call.