1. 4

   If the return on the ABC fund was normally distributed with an average monthly return of 0.98% and a standard deviation of 5.78%, we would expect to find that:

   1. 99% of all returns lie within -11.56% and 11.56%

   2. 68% of all returns lie within -5.78% and 6.76%

   3. 68% of all returns lie within -4.8% and 6.76%

   4. 95% of all returns lie within -6.7% and 10.2%