Avg Gross Win        Avg Gross Loss        Win Rate        Commission
$0.03                       $0.01                55%          $0.0025
  图表似乎看不清，再付上一遍

I am not good at solving these kind of interview questions but I come to make a try just for fun.

My idea is that each investment should both consider the expected return and standard deviation(risk)

if we just consider the expected return, I think this question will be very boring, just invest all your money on the strategy that will bring positive return is ok while not invest a penny on the strategy that has a negative expected return

So to combine the expected return and the risk, you can get an objective function such as E(x)-0.5*lambda*Var(x), x is the return. choose different lambda or you can assume lambda=1. lambda measures the risk aversion of the investor. I think this question have no definite answer since everybody has different risk aversion level. Somebody prefer to gamble on the high risk so maybe they will invest more, while some may less willing to gamble just keep their money in their pocket.

This one perspect to solve this problem. Perhaps there are some much better ways, just for a reference.

best,

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