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Spencer · 2022年12月22日

Buy和Sell是不是看正负号

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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.

老师请问这里buy, sell是看正负号吗?还是应该如何判断呢?万一出现选项中同时出现sell 7 futures,和buy 7 futures,该如何区分呢?

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笛子_品职助教 · 2022年12月22日

嗨,爱思考的PZer你好:


老师请问这里buy, sell是看正负号吗?还是应该如何判断呢?万一出现选项中同时出现sell 7 futures,和buy 7 futures,该如何区分呢?

需要判断的。

如果我们计算出来,futures的张数为负,那么就是sell。为正就是Buy.


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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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