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Two players (player A and player B) are playing a game against each other repeatedly until one is bankrupt. When a player wins a game
Two players (player A and player B) are playing a game against each other repeatedly until one is bankrupt. When a player wins a game they take $1 from the other player. All plays of the game are independent and identical. Suppose player A starts with $3 and player B starts with $2. If player A wins a game with probability p, what is the probability that player A wins all the money?
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