5352金融与交易中等数值题short
Compare Kelly Allocations 2
题目
Trade A wins net 0.9 with probability 0.62. Trade B wins net 3.2 with probability 0.34. 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
Trade A Kelly fraction
Trade B Kelly fraction
Trade with larger Kelly fraction