Fair price of a heads payout

You make a market on whether a fair coin lands heads, with the bet paying $1 if heads and $0 otherwise. What is the fair price (in dollars, to two decimals)?

Show hints (2)+
  1. Fair price = expected payout.
  2. P(heads) × \$1.

Answer

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0.5 (± 0.01)

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Asked at: Optiver, IMC

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