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karw

02/04/18 10:16 AM

#42659 RE: SFSecurity #42658

Hi Allen,

Maybe we could make the size of the hold zone dependent on the beta of the trading vehicle. If beta=1 for example a hold zone of 20%, then a 2x means 40% and a 3x 60%. A value stock with a beta of 0.5 could have 10%.

Best, K