(11), p. 16 — the LPs' break-even return is 1 + r(λ, δ) = 1/(1 − λ(1 − δ)), decreasing in δ

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(11), p. 16 — the LPs' break-even return is 1 + r(λ, δ) = 1/(1 − λ(1 − δ)), decreasing in δ · Prove2Me