This question is about dally "marking to market" of a margin account in futures contract. Use this question to solve the following 8 questions. Suppose an investor contacted a broker on Monday, February 16, and placed an order to take a short position on 5 March gold futures contracts. Further, suppose that at the time the order was executed, the March gold futures price was $980 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 is $1,000 per contract. Assume the investor closes out the position at the settlement price on February 19. The following table shows the Futures Settlement Prices at the end of each day. How many total troy ounces of gold does this short position have? 500 100