Question: Assume the initial margin on a Swiss franc ( SF ) futures contract is $ 5 2 2 3 . If an individual purchases a

Assume the initial margin on a Swiss franc(SF) futures contract is $5223. If an individual purchases a contract at $0.878 per franc and the contract involves140,000 Swiss francs, what return on invested capital will the investor receive if the spot rate moves to $1=1.3116SF?

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