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4122金融与交易中等数值题short

Spread-Impact Decomposition 2

题目

A sell slice arrives when the mid is 32.5. Crossing the spread costs 0.015 dollars per share, temporary impact is 0.025, and permanent impact is estimated at 0.008. What are the expected average fill price and the post-trade mid immediately after the market digests the permanent impact?

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你的答案

fill price

post-trade mid