Question
Assume you have a $1 million with 0.5% risk and wish to place a 10% stop loss. A security you are following is trading at
Assume you have a $1 million with 0.5% risk and wish to place a 10% stop loss. A security you are following is trading at $40. Assume that you win 30% of the time and have a gain of 22% each win. When you lose, you lose 8%.
| $500 |
| $850 |
| $375 |
| $1,000 |
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Investment Science
Authors: David G. Luenberger
1st Edition
0195108094, 978-0195108095
