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
I have re-priced the strategy as follows:Long TIMPB @ 1.30short...
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