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Jane Street Interview Question

Jane StreetSummer Intern Interview

I have a 12 sided die and you have a 20 sided die. We each get two rolls and we can each chose to stop rolling on either one of the rolls, taking the number on that roll. Whoever has the higher number wins, with the tie going to the person with the 12 sided die. What is the probability that the person with the 20 sided die wins this game?

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