An investor establishes a short position in a futures contract on Day 0 when the price per contract is $100.  The investor deposites $5 per contract to meet the initial margin requirement.  The maintainance margin requirement per contract is $3.  The Day 1 settlement price that would require the investor deposit additional funds on Day 2 equal to $4 per contract is cloest to ；

A $96

B $103

C $104

不太清楚这里面maintainance margin requirement per contract is $3 这个条件为什么没用上。。。。

谢谢大牛解答！！！

选C short position 因P上升造成亏损

maintainance margin requirement per contract is $3 用上了 说明亏损超过2/per（即P上升2/per)就要追加保证金

这么说吧 如果题目maintainance margin requirement per contract is $0.5 是不是就没答案了 因为即使亏损了4/per也不用补足 可见题目那个限制条件还是有用的

不过话也说回来了 很多题目里 各个条件未必都有用 有些事迷惑作用的

同意楼上