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卷卷 · 2025年01月04日

为什么此处要乘以250， 而不是50 呢？

  1. CFA III
  2. Equity

* 问题详情，请 查看题干

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.

如题

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笛子_品职助教 · 2025年01月04日

嗨，努力学习的PZer你好：


为什么此处要乘以250， 而不是50 呢？

Hello，亲爱的同学~

这里是乘以50，不是250。

ABC三个选项里的期货品种都是 E-mini。


根据文中信息点：

 E-mini每一个知识点价值50美元，因此需乘以50。

----------------------------------------------
虽然现在很辛苦，但努力过的感觉真的很好，加油！

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