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Rock-paper-scissors among tennis players

Three tennis players have a curious record against each other: Ann beats Bea 60% of the time, Bea beats Cyd 60% of the time, and Cyd beats Ann 60% of the time. You make a friendly bet where you must name your champion first, and then your opponent names theirs, trying to beat your pick. You name Ann.

Whom will your opponent pick, and what is their winning probability?

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