Backing out a parlay's hidden leg probability

A three-leg parlay (all legs independent, all must win) is priced at fair no-vig decimal odds of 16.00 — i.e. its total-return multiple equals 1/P1/P where PP is the combined win probability. Two of the three legs are fair coin flips (win probability 0.50.5 each). What win probability does the price imply for the third leg? Give a decimal to two places.

Show hints (2)+
  1. Fair decimal odds =1/P=1/P, so the combined probability is 1/161/16.
  2. Independent legs multiply: divide the combined PP by the two known 0.50.5 legs to isolate the third.

Answer

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0.25 (± 0.01)

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Asked at: IMC, Flow Traders

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