3882金融与交易中等derivationmedium
Why a Zero-Net Path Still Matters 2
题目
A short futures account uses multiplier 220 and starts each scenario with margin 8000. Path A settlements are [70, 75, 77, 70] and path B settlements are [70, 72, 74, 70]. Maintenance margin is 6500. 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