reprice of long timpb short tim strategy

  1. 2,123 Posts.
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    I have re-priced the strategy as follows:
    Long TIMPB @ 1.30
    short TIM @ .72
    ratio of TIM (CFD) 110% of TIMPB
    Max return is 92% at TIM=50 cents in Sep09
    Trades does not lose money provded TIM share price falls between 11 cents and 1.60 in Sep09
 
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