Bertram's optimal symmetric band

For the same spread and $c = 0.003$: (a) Compute $\hat c = c\sqrt\kappa/\sigma$ and solve (13A.29) for $u^*$. Give $d^*$ in spread units and in stationary standard deviations. (b) Give the expected cycle length in trading days, the expected number of round trips per year, and the profit rate per year. (c) Compare $u^*$ with the cube-root approximation and the profit rate with the zero-cost bound $\sigma\sqrt\kappa/(2\sqrt\pi)$.