Amanda has a Long position in IBM She bought 35 35 shares and had a broker loan of $1,319 83 The initial margin is 53 47 and the maintenance margin is 26 19 Assume that the price of IBM follows a normal distribution with mean 129 97 and standard deviation 34 11 Assume O interest rate on the broker...

To determine if Amanda receives a margin call we need to calculate the current market value of her p ...

Amanda has a Long position in IBM. She bought 35.35 shares and had a broker loan...

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Fundamentals of Futures and Options Markets

ISBN: 978-0132993340

8th edition

Authors: John C. Hull

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