4119金融与交易中等数值题short
Implementation Shortfall Arithmetic 4
题目
A sell order benchmarks performance to the arrival price 76. It fills in slices 20000@75.95, 30000@75.9, and exchange/commission fees are 0.005 dollars per share. What is the implementation shortfall in dollars and in basis points versus arrival?
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你的答案
Implementation shortfall in dollars
Implementation shortfall in basis points