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Given a trading strategy with 0.6 probability of 200% return and 0.4 probability of -100% return, the optimal factional

Posted: Fri Mar 04, 2022 9:35 am
by answerhappygod
Given a trading strategy with 0.6 probability of 200%
return and 0.4 probability of
-100% return, the optimal factional investment is _____
a) 10%
b) 15%
c) 25%
d) 40%