5451金融与交易中等数值题short
Required Widening 1
题目
A market maker wants net edge 0.018 per fill after adverse-selection loss. If expected loss is 0.007, rebate is 0.001, and current half-spread is 0.012, what half-spread is required and how much extra widening is needed?
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你的答案
required_half_spread
extra_widening