Refer to Exercise 9-42. The investment bank was able to identify a riskier strategy that projects a
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Refer to Exercise 9-42. The investment bank was able to identify a riskier strategy that projects a mean yield of 9.2% with a standard deviation of 2.4%. Assuming normality of distribution of yield rates, what is the lower capability index now if a target goal of 9% is set? In what proportion of the time will the goal be met? Would you prefer this strategy relative to the strategy in Exercise 9-42?
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Fundamentals Of Quality Control And Improvement
ISBN: 9781119692331
5th Edition
Authors: Amitava Mitra
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