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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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