3881金融与交易中等derivationmedium
Why a Zero-Net Path Still Matters 1
题目
A long futures account uses multiplier 200 and starts each scenario with margin 7000. Path A settlements are [100, 95, 92, 100] and path B settlements are [100, 98, 96, 100]. Maintenance margin is 5600. Treasury restores the account to the initial margin after any margin call. Which path creates more external cash posted, and by how much?
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path
amount