The following is an example of a dual trigger insurance contract with a provision that adjusts the retention amount downward based on the performance of a specified equity index. Please fill in the missing values in the table. The insurer enters into an insurance contract with the insured $($NPTW$)$ to indemnify NPTW for certain insured losses in excess of a defined retention. The intent of the coverage is to protect NPTW from significant or catastrophic property$-$casualty losses. The coverage would include a retention amount that would be adjusted downward according to a scale tied to the Dow Jones Industrial Average $($DJIA$).$ If a catastrophic loss occurs, NPTW would likely have to liquidate some of its investment holdings $($bonds or equities$)$ to pay its losses, which exposes NPTW to significant investment risk in a down market. The adjustment feature provides protection against investment risk by allowing NPTW to recover more losses in a declining investment market. Coverage: Property Losses Period: $1/1/2024$ through $12/31/2024$ Retention: $$8$ million per occurrence, adjusted downward in the same percentage as period$-$to$-$date $($from $1/1/2024$ to measurement date$)$ decreases in the DJIA, not to exceed $50\%.$ No upward adjustments. Limit: $$15$ million per occurrence, $$25$ million per annum Premium: $$1\mathrm{.}4$ million per annum Both of the following scenarios assume that the DJIA on $1/1/2024$ was $37,000.$ Please fill in the retention amounts and recovery under the insurance contract for each scenario. Scenario $1$ Scenario $27/1/20249/1/20247/1/20249/1/2024$ Property$-$casualty losses $$20,000,000$ $$20,000,000$ $$15,000,000$ $$15,000,000$ DJIA $30,00025,00025,00020,000$ Retention Recovery under contract