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Jane Street Interview Question

Jane StreetTrading Intern Interview

The interviewer gives you 100 blank cards, and you can write a single positive integer on each card. The interviewer looks at the cards when you're done (so he knows the probability distribution of the deck), then shuffles the deck. The interviewer guesses the top card of the deck, and if he's right, he makes in $ the number written on the card. What numbers should you write on the cards to minimize the expected return of the interviewer?

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