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what do u mean by data? thats all the info i have, can u plz specify what u need??? Question III: The current value of
what do u mean by data? thats all the info i have, can u plz specify what u need???
Question III: The current value of an S&R futures is 1000$. You buy 50 futures on the S&R and the contract size is 500$. The margin is settled on a weekly basis and the margin is 12.5% of the notional value. Margin calls are made as soon as the the margin is below 75% of the initial margin level. We assume that r = 5%. Use an Excel spreadsheet to calculate the profit over the whole period for a) Futures and b) Forward contract. Upload your Excel Spreadsheet with the detailed calculations on Avenue to Learn under Assessments/As- signments/Assignment II (Question III). Please write your name on Excel file. Week Futures Price 0 1000 1 1000.8758 2 1049.7287 3 1000.23365169358 4 1090.6103 5 1031.3506 6 1068.2918311496 7 943.4941 oo 1000.7646 9 1000.05634314051 10 1000.7060 11 1000.1154 12 1000.14201256509 13 998.3606 14 1024.8248 15 1029.59588984576 16 934.9980 17 1066.0310 18 1098.8292833998 19 1000.8389 20 1050.2562 21 916.652663344409 22 932,3819 23 1074.1541 -24 1000.8360950633 25 1000.8536 26 1000.9763 27 1000.33974466345 28 1043.9483 29 1000.8804 30 942.697279951241 31 1000.6212 32 1099.8170 33 1097.4652491535 34 1014.5519 35 1000.7180 36 977.19722364278 37 940.3342 28 1 38 932.2331 39 998.299646402426 40 1096.6308 41 1000.4736 42 1045.87652333402 43 1013.5664 44 1000.1654 45 1059.38421323872 46 9911452 47 1021.9621 48 964.177690897284 49 1068.3488 50 1000.3349 51 1000,08665468212 52 1044.1540 Week 1 2 3 4 5 Future Price 1000, 33474466345 1043.9483 1000, 8804 942.697279951241 31 Future Price 1000 1.000.8733 1049.7287 1000238651893 1090 6103 1931 3506 1968 29131476 943. 494 1 1000.7676 100005634314051 1000.7060 loop. 1154 1000.14201256507 998. 3606 1024 848 10:29.55583934576 33 34 35 7 8 9 10 30 33 37 39 logg. 8170 187. 4652491535 1014.5519 1000.7180 577.19922364278 440.3342 432.233) 99.2956464426 1296.6308 lovo 4726 145.8765 2333402 1913. 5664 1000 1654 1959.33431323322 12 13 14 4 TAG 43 44 1066.0310 18 19 30 46 102 3389 1050.2562 47 976.65264344434 932.3814 1074 134 1 1060,83 6095633 1000 8536 1090, 9763 50 1021.9621 964.17790897234 1063. 3488 1000. 1249 700008663463272 1044. 1540 51 2+ 25 26 Step by Step Solution
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