5805金融与交易简单数值题short

EV Per Fill With Rebate And Hedge Fee

题目

You passively fill 300 shares capturing a half-spread of 0.022 per share and earning a maker rebate of 0.0012 per share. To flatten you immediately cross the spread on the hedge leg, paying a taker fee of 0.003 per share. What is the expected PnL for this fill?

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