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Suppose you want to construct a trading strategy. You buy a stock whose price is a martingale and sell when the net return reaches the

Suppose you want to construct a trading strategy. You buy a stock whose price is a martingale and sell when the net return reaches the high barrier or low barrier . whichever comes first. If the probability that you make profits out of this trading strategy as 80%, what is ||? Note || is the absolute value of . Thus, the answer is nonnegative. Express your answer as a decimal.

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