开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

积极向上 · 2023年05月01日

为什么要*15%?

* 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.

奖金的所有数额不能用来买E-mini 的futures contract吗?


为什么要用奖金*15% 去投资E-MINI 的futures contracts呢?



2 个答案

笛子_品职助教 · 2023年05月30日

嗨,爱思考的PZer你好:


我也没有get到题目的意思,怎么就能看出来奖金是用来再投资的,而且再投资的时候是按照原来的比例来进行投资的。老师能不能再提点一下。

这道题是说,未来会拿到一笔奖金。奖金会用来构造投资组合。

那么投资组合中有15%是用来买美国股票的。因此乘以15%。信息见下表

----------------------------------------------
就算太阳没有迎着我们而来,我们正在朝着它而去,加油!

笛子_品职助教 · 2023年05月02日

嗨,爱思考的PZer你好:


为什么要用奖金*15% 去投资E-MINI 的futures contracts呢?


这道题的题意是,未来会拿到一笔奖金,要用这笔奖金构建一个portfolio,portfolio中US equity占比15%,问要买美国股市的股指期货多少张。

从题意来看,是用本金的15%来购买美国股指期货。



剩下的85%资金还会买别的,买加拿大股票、国际股票、加拿大债券等。只是本题只问了,美国股指期货需要买多少,其他的没有问。

----------------------------------------------
努力的时光都是限量版,加油!

13675759099 · 2023年05月30日

我也没有get到题目的意思,怎么就能看出来奖金是用来再投资的,而且再投资的时候是按照原来的比例来进行投资的。老师能不能再提点一下。

  • 2

    回答
  • 0

    关注
  • 391

    浏览
相关问题

NO.PZ201809170400000207 问题如下 In preparation for receipt of the performanbonus, Tong shoulimmeately: buy two US E-mini equity futures contracts. sell nine US E-mini equity futures contracts. buy seven US E-mini equity futures contracts. C is correct. The amount of the performanbonus thwill receivein one month (US,750,000) nee to investepassively baseupon the strategic allocation recommenTong. Using the strategic allocation of the portfolio, 15% (US62,500.00) shoulallocateto US equity exposure using the S&P 500 E-mini contract, whitras in US llars. Because the futures priis 2,464.29 anthe S&P 500 E-mini multiplier is 50, the contraunit value is US23,214.50 (2,464.29 × 50). The correnumber 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 ththe US equity market is likely to increase ring this timeframe. To take aantage 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是因为给的都是mini,所以只算mini 的算吗?

2024-06-30 21:04 1 · 回答

NO.PZ201809170400000207 问题如下 In preparation for receipt of the performanbonus, Tong shoulimmeately: buy two US E-mini equity futures contracts. sell nine US E-mini equity futures contracts. buy seven US E-mini equity futures contracts. C is correct. The amount of the performanbonus thwill receivein one month (US,750,000) nee to investepassively baseupon the strategic allocation recommenTong. Using the strategic allocation of the portfolio, 15% (US62,500.00) shoulallocateto US equity exposure using the S&P 500 E-mini contract, whitras in US llars. Because the futures priis 2,464.29 anthe S&P 500 E-mini multiplier is 50, the contraunit value is US23,214.50 (2,464.29 × 50). The correnumber 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?万一出现中同时出现sell 7 futures,和buy 7 futures,该如何区分呢?

2022-12-22 16:00 1 · 回答

NO.PZ201809170400000207问题如下 In preparation for receipt of the performanbonus, Tong shoulimmeately: buy two US E-mini equity futures contracts. sell nine US E-mini equity futures contracts. buy seven US E-mini equity futures contracts. C is correct. The amount of the performanbonus thwill receivein one month (US,750,000) nee to investepassively baseupon the strategic allocation recommenTong. Using the strategic allocation of the portfolio, 15% (US62,500.00) shoulallocateto US equity exposure using the S&P 500 E-mini contract, whitras in US llars. Because the futures priis 2,464.29 anthe S&P 500 E-mini multiplier is 50, the contraunit value is US23,214.50 (2,464.29 × 50). The correnumber 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. 这个 multiplier代表的是什么含义

2022-04-08 18:35 1 · 回答

NO.PZ201809170400000207

2022-01-10 15:54 1 · 回答