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3884金融与交易中等derivationmedium

Why a Zero-Net Path Still Matters 4

题目

A long futures account uses multiplier 100 and starts each scenario with margin 5000. Path A settlements are [40, 46, 41, 45] and path B settlements are [40, 42, 43, 45]. Treasury sweeps any balance above the initial margin back to cash after each close, and maintenance never binds. Which path creates more cash withdrawn, and by how much?

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path_choice

difference