remaining days(T-i=150-10=140)
max risky exposure rate
Risk-free asset
principle($100)
Target days(T=150)
min risky exposure rate=1-max
Current day(i=10)
Cushion=principle-floor
Floor(70*exp(-0.05/365*140))
Protection($100*70%=70)
Risky Assetweight
Protection Level(70%)
risk-free rate(5%)
