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Suppose your portfolio invest in two securities A and B. The bid/ask spread for two securities are $0.8 and $1. They are traded currently at

Suppose your portfolio invest in two securities A and B. The bid/ask spread for two securities are $0.8 and $1. They are traded currently at price $50 and $80. The current value of your portfolio is worth $20,000,000. The investment wights on each security are 60% and 40%. Please estimate the liquidity risk of your portfolio

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