假设某基金投资组合包括3种股票，其股票价格分别为50元、20元和10元，股数分别为10000股、20000股和30000股，β系数分别为0.8、1.5和1，假设相应的股指期货合约单张价值为100000元，则做完全套期保值，需要的期货合约份数为（）份。
A.12
B.13
C.14
D.15
参考答案：B
解析：投资组合的β系数=（50×10000×0.8+20×20000×1.5+10×30000×1）/（50×10000+20×20000+10×30000）≈1.083，期货合约份数=（现货总价值/单位期货合约价值）×β系数=（1200000÷100000）×1.083≈13（份）。
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| The life of the "stay-home" girl Mary is only 12 years old but she doesn't live with her parents. Her parents live far away and she has to 1 after her little brother. Mary is one of the "stay-home" 2 in her town. To 3 money, these kids' parents go to big cities to look for jobs. Their children have to stay at home 4 they have to go to work. Every day, she 5 up at 6:00 am. She cooks 6 . Then she goes to school with her brother. They have supper at 6:00 pm. Then she does her homework and helps her brother wash clothes. She usually goes to bed 7 9:30 pm. Mary is busy, but she is still a 8 student in her class. "I think my life is OK." Mary says." 9 I would like my parents 10 with us." | ||||
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