You observe a portfolio for five years and determine that its average return is 12.4% and the
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You observe a portfolio for five years and determine that its average return is 12.4%
and the standard deviation of its returns is 19.6%. Can you be 95% confident that this portfolio will not lose more than 30% of its value next year?
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Related Book For
Fundamentals Of Corporate Finance
ISBN: 9781292437156
5th Global Edition
Authors: Jonathan Berk, Peter DeMarzo, Jarrad Harford
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