4120金融与交易中等数值题short
Implementation Shortfall Arithmetic 5
题目
A buy order benchmarks performance to the arrival price 102.4. It fills in slices 10000@102.46, 15000@102.5, 5000@102.57, and exchange/commission fees are 0.004 dollars per share. What is the implementation shortfall in dollars and in basis points versus arrival?
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