Inserting in an array is a little complicated - you have to move all the "higher index" values out of the way first and then save the value in the array.
[0 == 99][1 == 98][2 == 95][3 == empty]
[0 == 99][1 == 98][2 == 95][3 == 95]
[0 == 99][1 == 98][2 == 96][3 == 95]
That's complicated, because you have to first make sure there is enough room in the array, then work from the "high index end" and manually copy each value.
Instead, use a List<int> and you'll find it has an Insert method which does all that for you:
List<int> marks = new List<int> { 99, 98, 95};
marks.Insert(2, 96);