You took a short position in a futures contract with a face value of $100,000 at the price of 94 7/32. The initial margin requirement is $2,700, and the maintenance margin requirement is $2,000. No withdrawal in any excess margin will be made. A. Complete the table below and provide an explanation of any funds deposited. Assume that the contract is purchased at the settlement price of that day, so there is no mark-to-market profit or loss on the day of purchase. [9] Day Beginning Balance Funds Deposited Futures Price Price Change Gain/Loss Ending Balance 0 94-07 1 94-31 2 95-09 3 95-05 4 95-11 5 96-31 6 95-27 B. How much are your total gains or losses by the end of day 6? [2] C. Calculate the 6-day return or loss rate. [2] D. Annualized the return or loss rate you calculated above.