> But, at Jane, SBF osmosed another trading principle. He learned to be “risk-neutral”: In simple terms, a trader, given a choice between $50 and a 50 percent c

> But, at Jane, SBF osmosed another trading principle. He learned to be “risk-neutral”: In simple terms, a trader, given a choice between $50 and a 50 percent chance at $100, must be agnostic if they want to maximize the expected value of earnings over a lifetime. Huh? Over a lifetime, both bets have the same expected value. Is there a mathematical explanation why the more risky one is better?