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Consider an investment in five S&P 500 Index futures contracts at a price of $924.80. The initial margin requirement is 20% and the maintenance margin

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Consider an investment in five S&P 500 Index futures contracts at a price of $924.80. The initial margin requirement is 20% and the maintenance margin is 15%. If the continuously compounded interest rate is 5.0% what will the futures price need to be for a margin call to occur 5 days from now? Assume no settlement within the 5 days. $967.37 $898.63 $936.45 $878.43

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