Suppose you buy a futures contract at a price of 107 and that the margin requirement is

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Suppose you buy a futures contract at a price of 107 and that the margin requirement is 2 points. Determine the settlement price at which you will receive a margin call if the maintenance margin requirement is 1 point.

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Financial Markets And Institutions

ISBN: 9781292215006

9th Global Edition

Authors: Stanley Eakins Frederic Mishkin

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