5391金融与交易中等数值题short
Posterior Value After A Buy 1
题目
The asset value is either 99 or 101. Prior P(high)=0.45. If the value is high, a buyer arrives with probability 0.8; if the value is low, a buyer arrives with probability 0.25. You observe a buy order. What is the posterior probability that the value is high, and what is the posterior fair value?
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你的答案
posterior_high
fair_value