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Consider the following limit order book for a share of stock. The last trade in the stock occurred at a price of $130. Limit Buy Orders Limit Sell OrdersPriceShares PriceShares$129.75400 $129.80150129.70700 129.85150129.65400 129.90300129.60200 129.95150128.65500 a. If a market buy order for 150 shares comes in, at what price will it be filled

User Espinosa
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Answer:

a. If a market buy order for 150 shares comes in, it will be filled at

= $128.65500 per share ($19,298.25 in total).

Step-by-step explanation:

a) Data and Calculations:

Limit Buy Orders Limit Sell Orders

Price Shares $129.75400 $129.80150

Price Shares 129.70700 129.85150

Price Shares 129.65400 129.90300

Price Shares 129.60200 129.95150

Price Shares 128.65500 130.00000

The total purchase price for 150 shares = $19,298.25 ($128.65500 * 150)

b) An investor's Limit Buy Orders give the limit above which the shares cannot be exchanged for cash. But below and at the limit amount, the shares can be bought in exchange for cash. The investor's Limit Sell Orders give the limit below which the shares should not be sold in exchange for cash. In other words, the shares can be sold at a price above the limit.

User Iodbh
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