Today's settlement price on a Chicago Mercantile Exchange $($CME$)$ yen futures contract is $$\frac{0\mathrm{.}9011}{}100.$ Your margin account currently has a balance of $$3,000.$ The next three days' settlement prices are $$\frac{0\mathrm{.}9057}{?}100,$$$\frac{0\mathrm{.}8596}{}100,$ and $$\frac{0\mathrm{.}8083}{}100.($The contractual size of one CME yen contract is $$12,500,000).$ If you have a long position in one futures contract, the changes in the margin account from daily marking$-$to$-$market will result in the balance of the margin account after the third day to be

$$3,005$

$$3,116$

$$2,884.$

$$ $$2,948.$