4118金融与交易中等数值题short
Implementation Shortfall Arithmetic 3
题目
A buy order benchmarks performance to the arrival price 18.5. It fills in slices 40000@18.52, 10000@18.57, and exchange/commission fees are 0.0025 dollars per share. What is the implementation shortfall in dollars and in basis points versus arrival?
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你的答案
dollars
basis points