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5400金融与交易中等数值题short

No-Loss Quote After Order Flow 5

题目

Value is either 149 or 151.5 with prior P(high)=0.35. If value is high, the probability of a buy order is 0.77; if value is low, it is 0.24. You observe a buy order and must set the break-even ask. What price avoids expected loss?

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