5757金融与交易中等数值题short
Kelly Capped by a Max-Loss Limit
题目
A binary bet pays net odds 2-to-1 and you estimate a win probability of 0.60, giving a full-Kelly fraction of 0.40. House policy forbids risking more than 25% of capital on a single position. Since a loss costs the full stake, what fraction should you actually bet, and how is it determined?
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