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！！！ | 
发表于 2010-5-17 11:52
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