5351金融与交易中等数值题short
Compare Kelly Allocations 1
题目
Trade A wins net 1.1 with probability 0.57. Trade B wins net 2 with probability 0.41. Compute both full-Kelly fractions and identify which trade gets the larger capital fraction if you size them separately.
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你的答案
Full-Kelly fraction for Trade A
Full-Kelly fraction for Trade B
Trade with the larger full-Kelly fraction