The most common method is to calculate according to the principles and methods in the book, but you need to be familiar with the relevant principles and methods! But for the exam, time will be tight, we just need to find the correct answer in the shortest time!

The method is as follows:

First, observe the lower boundary of the four options, except that the lower boundary of item A is1900.6; The boundaries under other items are 1928.6. So we rule out item a! At the same time, the lower limit of the no-arbitrage interval can be determined as: 1928.6.

Secondly, knowing the theoretical price and lower limit of the futures index, then half of the spread of the risk-free arbitrage interval is:1956.4-1928.6 = 27.8, then the upper limit = the theoretical price of the futures index+27.8 =1956.4+27.8 =/kloc- Therefore, the correct answer is B.

In addition, carefully observing BCD options, the upper bound of BCD options is gradually decreasing, and normal thinking should be increasing. Here, the questioner deliberately confuses your thinking. You know you should get B or D, excluding options A and C!