Questions:
Q1) Write a function that will take Bid and ask price in dollars, and
a) return dollar bid-ask spread (name the function fn_dollar_bidask )
b) compute proportional bid-ask spread (name the function fn_dollar_bidask )
c) Write test code to test a) and b)
Q2) write a function that will compute the cost of liquidation during normal times for one posi- tion namely: 1 s?. Where s is the proportional bid-ask spread and ? is the total investment in the position. Such a function will...
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