NO.PZ201809170400000207
问题如下：
In preparation for receipt of the performance bonus, Tong should immediately:
选项：
A.buy two US E-mini equity futures contracts.
B.sell nine US E-mini equity futures contracts.
C.buy seven US E-mini equity futures contracts.
解释：
C is correct. The amount of the performance bonus that will be received in one month (USD5,750,000) needs to be invested passively based upon the strategic allocation recommended by Tong. Using the strategic allocation of the portfolio, 15% (USD862,500.00) should be allocated to US equity exposure using the S&P 500 E-mini contract, which trades in US dollars. Because the futures price is 2,464.29 and the S&P 500 E-mini multiplier is 50, the contract unit value is USD123,214.50 (2,464.29 × 50).
The correct number of futures contracts is (5,750,000.00 × 0.15)/123,214.50 = 7.00.
Therefore, Tong will buy seven S&P 500 E-mini futures contracts.
两个点不明白
1.He believes that the US equity market is likely to increase during this timeframe. To take advantage of Winthrop’s market outlook
我理解为他看好 US equity ，不应该只投US equity，为什么还要从组合考虑乘以15%？
2.用哪个futures
是因为选项给的都是mini，所以只算mini 的算吗？
