5786金融与交易中等数值题medium

Expected PnL Of Skewing To Offload

题目

You are long 100 lots. Skewing the ask down attracts an expected sell of 60 lots this period, each lot offloaded at +0.08 of edge versus your reservation price. The 40 lots that remain carry an expected holding cost of 0.15 per lot. What is the expected PnL of the skew policy this period?

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