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5900概率中等数值题medium

Higher Expected Return, Lower Compounded Growth

题目

An even-money coin wins with probability 0.60.6. Trader A always stakes the fraction fA=0.10f_A=0.10 of wealth; Trader B always stakes fB=0.40f_B=0.40. (i) Whose stake has the higher one-round expected (arithmetic) profit? (ii) Whose wealth compounds faster over many rounds? Explain the apparent conflict.

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你的答案

i

ii