Jane Street

Interview Question

Quantitative Trader Interview
Jane Street

You are presented with three games and must decide which one to play: 1) Throw a standard die and take the square of the resulting value as your score. 2) Throw two dice and take the product of the results as your score. 3) Throw five dice and take the square of the mode of the results as your score. Which game should you choose to maximize your expected payoff?

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