Profit and loss of positions: (3060-3000) * 20 *10 = 60 * 200 =12000.
Profit and loss of the day = liquidation profit and loss+position profit and loss = 22000
2. Balance of provision for settlement on the current day = balance of provision for settlement on the previous trading day+trading deposit on the previous trading day-trading deposit on the current day+profit and loss on the current day+deposit and withdrawal-handling fee, etc.
Balance of provision for settlement on that day =100000-3060 * 20 */kloc-0 * 5%+22000 =122000-30600 = 91400.
3 Profit and loss calculation of put option: 7*5000*(0.2-0.3)=-3500.
Call option gain and loss calculation: 7 * 5000 * (0.75-0.45) =10500.
Arbitrage profit and loss =-3500+ 10500 = 8000
4 The number of futures contracts bought and sold = total spot value/futures index point * multiplier per point *B(B is the index coefficient, but it is not in your question).
Number of futures contracts = 5000000/(1500 * 300) =11.1=1.
2)11*1500 * 300 *10% = 495000 account balance = 100000-495000 = 505000.
3) Stock profit and loss 566-500 = 660,000.
Market profit and loss: (1700-1500) * 300 *11= 660000 = 660000.
Total profit and loss = 0, achieving successful hedging.
Get 1 at night, dizzy ~ remember to give points, by the way, learn by yourself!