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24. Suppose volume in ABC today was: 9:3010:30 50,000sh 10:3011:30 30,000 11:30-12:30 30,000 12:30-1:30 20,000 1:302:30 22,000 2:303:30 30,000 3:304:00 100,000 Design a dynamic implementation

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24. Suppose volume in ABC today was: 9:3010:30 50,000sh 10:3011:30 30,000 11:30-12:30 30,000 12:30-1:30 20,000 1:302:30 22,000 2:303:30 30,000 3:304:00 100,000 Design a dynamic implementation shortfall algo to buy 7,000 shares Start time: 9:30 End time 4:00 or order fills Participation rate will decrease 1%fhr so make sure you start with a sufficiently high rate. Assume you submit orders even,r M until the order is completed. List your order sizes below. 10:30 11:30 12:30 1:30 2:30 3:30 Close

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