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A security is currently priced at $950 per share. An investor purchases a 6-month futures contract on 100 shares of the security. The continu- ously

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A security is currently priced at $950 per share. An investor purchases a 6-month futures contract on 100 shares of the security. The continu- ously compounded risk-free interest rate is 6%. The initial margin on the futures contract is 12.5% and the futures position will be marked to market monthly. The maintenance margin is likewise 12.5%. What is the highest security price for which a margin call will be made after one month

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