单选题 An investor establishes a short position in a futures contract on Day 1 when the price per contract is $100. The investor deposits $5 per contract to meet the initial margin requirement. The maintenance margin requirement per contract is $3. The Day 2 settlement price that would require the investor deposit additional funds on Day 3 equal to $4 per contract is closest to:
【正确答案】 C
【答案解析】[解析] 由于该投资者在期货合约中持有空头，因而只有在股票清算价格上升时才会收到补足保证金的要求。因此，我们可以首先排除选项A。
通过补足保证金，投资者应当使其保证金账户满足维持保证金要求。由本题题干可知，投资者必须为每份合约补足4美元，从而可知每份合约亏损4美元，即第二天的清算价格上升至100+4=104(美元)。