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Jane Street Interview Question

Jane StreetTrader Interview

You and a friend are betting on individual games of the World series. For each game, if your team wins, you win a certain (positive) amount of money, and if your team loses, you lose that amount. You and your friend create a betting scheme such that you will win 1000 dollars if your team wins and lose 1000 dollars if your team loses, regardless of the game score (it could be 4-3, 2-4, etc.). How much do you bet on the first game?

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