问题如下图：
选项：
A. 
B. 
C. 
D. 
解释：
老师，这题是不是因为是short头寸，所以跟long的情况相反。我有点不明白它的解释？为啥是0
NO.PZ2016082402000024问题如下 investor enters into a short position in a golfutures contraUS294.20. Eafutures contract controls 100 troy ounces. The initimargin is US3,200, anthe maintenance margin is US2,900. the enof the first y, the futures priops to US286.6. Whiof the following is the amount of the variation margin the enof the first y? 0 USD 34 USD 334 USD 760 ANSWER: A This is a tricky question. Because the investor is short anthe prifell, the position creates a profit anthere is no variation margin. However, for the long the loss is $760, whiwoulbring the equity to $3,200-$760=$2,440. Because this is below the maintenanmargin of $2,900, aitionpayment of $760 is requireto bring bathe equity to the initimargin. 答案里760是怎么来的？
那这个赚的钱不在margin account里面更新吗？
老师，请问前面两句怎么理解？是指一盎司的金是294.2，一份期货合同有100盎司金吗？
问的这个变化，是以补足之后的数为基础计算的对吧？
