I need assistance from question 4-6 please. Question 2-7 are based on the followingseries of futures price(F(0),F(1),...F(6)):
Fantastic news! We've Found the answer you've been seeking!
Question:
I need assistance from question 4-6 please.
Question 2-7are based on the followingseries of futures price(F(0),F(1),...F(6)):
- Day 0:F(0)=$212
- Day 1:F(1)=$211
- Day 2:F(2)=$214
- Day3:F(3)=$209
- Day 4:F(4)=$210
- Day5:F(5)=$202
- Day6:F(6)=$200
Suppose you are going to long 20contracts.The initial margin=$10 per contract, and the maintenance margin is$2.
- First Questionfrom the set of information: how much do you need to deposit in the trading account at Day 0?The correct answer is 200
QUESTION 3
- Using the same set ofinformation from Question 2,what is the ending balance in Day 1?The correct answer is 180
QUESTION 4
- Using the same set of information from Question 2,figure out what is the first day,on which,you receive margin call and need to put extra money into the trading account?
QUESTION 5
- Using the same set of information from Question2, answering what is the additional fund that needs to put into account on Day 6?
QUESTION 6
- Using the same set of information from Question2,answering what is the ending balance at Day 6?
Posted Date: