單項選擇題一家大型機(jī)構(gòu)的投資組合經(jīng)理想對沖500萬美元的股票風(fēng)險。假設(shè)投資組合完全配置于標(biāo)準(zhǔn)普爾500指數(shù)，而標(biāo)準(zhǔn)普爾指數(shù)期貨的交易價格為125.00，對沖需要多少合約？（）
A.60contracts
B.40contracts
C.160contracts
D.80合同
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1.單項選擇題如果投資者預(yù)期兩份合約之間的價差將收窄，他將啟動價差（）
A.selling the contract offered at the higher price and selling the contract offered at the lower price
B.buying the contract offered at the higher price and buying the contract offered at the lower price
C.buying the contract offered at the higher price and selling the contract offered at the lower price
D.以較高的價格出售合同，以較低的價格購買合同
