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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