Jane Street Interview Question
Jane StreetTrading Interview
We are playing a game. You start with £100. I shall flip a fair coin. If the coin comes up heads, you add £1 to your previous sum of money. If it comes tails the sum you have gets inverted( i.e. you have £x, your sum becomes £(1/x). £100 goes to £0.01, £0.5 to £2 and so on). What is the expected amount of money you will end up with after 10 consecutive coin flips?
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