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1、A trader takes a long position in 40 futures contracts on Day 1. The futures have a daily price limit of $5 and closes with a settlement price of $106. On Day 2, the futures trade at $111 and the bid and offer move to $113 and $115, respectively. The futures price remains at these price levels until the market closes. The marked-to-market amount the trader receives in his account at the end of Day 2 is closest to:【單選題】
A.$200.
B.$280.
C.$320.
正確答案:A
Describe price limits and the process of marking to market, and calculate and interpret the margin balance, given the previous day’s balance and the change in the futures price.
A is correct. Because the future has a daily price limit of $5, the highest possible settlement price on Day 2 is $111. Therefore, the marked to market value would be ($111-$106) x 40 = $200.
2、Babu Dhaliwal, CFA, does research about foreign exchange market.The europer Argentine peso (EUR/ARS) spot rate is 0.178 9 and the forward rate is at a discount of 0.27%.The forward rate is closest to:【單選題】
A.0.1741
B.0.1784
C.0.1794
正確答案:B
答案解析:0.1789 × (l -0.27%) =0.1784,說明阿根廷比索貶值,而歐元升值。
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