Supposeyou’ve generated a strategy with the following per-unit properties:

a)       What is your average gross PnLper unit?  What is your average net PnLper unit?

This result comply with Binomial distribution

b)       Suppose that you willexperience $0.01 slippage per unit when executing this strategy.  If your starting capital is $1MM, how much ofit should you allocate to this strategy if no other strategies arerunning?  What if your average gross winsand average gross losses were doubled?

主要是第二题怎么做，我不是很明白，capital怎么分配给单一的strategy？

求高手解答！