11. Suppose the S&P 500 index futures price is currently 1200. You wish to purchase four futures...

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11. Suppose the S&P 500 index futures price is currently 1200. You wish to purchase four futures contracts on margin.

a. What is the notional value of your position?

b. Assuming a 10% initial margin, what is the value of the initial margin?

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Derivatives Markets Pearson New International Edition

ISBN: 978-1292021256

3rd Edition

Authors: Robert L. Mcdonald

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Question Posted: Jul 22, 2024 06:04 AM

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11. Suppose the S&P 500 index futures price is currently 1200. You wish to purchase four futures...

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Derivatives Markets Pearson New International Edition

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