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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