A mysterious, wealthy, stranger flips a coin with a 35.0% chance of “heads”.
If he gets heads, he assigns a payout drawn from a log-normal distribution with a mean of 500.0 and a P10/P90 ratio of 5.0.
The stranger offers to sell you the payout, if any, at a cost of 200.0 dollars.
If you accept all the offers:
On average, you will achieve a net payout of $0.00.
You'll lose money about 0.00% of the time.
You'll lose a bunch of money about 0.00% of the time.
You'll gain a bunch of money about 0.00% of the time.
Here's the result distribution: