2024-07-05 23:50发布
股票组合价值xβ值=单份股指期货合约价值x股指期货合来自约数 应卖出的股指期货合约数 =(股票组合价值xβ值)/单份股指期货合约价值 =(2100000x1.
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应卖出的股指期货合约数
=(股票组合价值xβ值)/单份股指期货合约价值
=(2100000x1.360问答5)/150000
=21
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