Question
a. A stock has an annual return of 12.2 percent and a standard deviation of 50 percent. What is the smallest expected gain over the
| a. | A stock has an annual return of 12.2 percent and a standard deviation of 50 percent. What is the smallest expected gain over the next year with a probability of 1 percent? (Round your answer to 2 decimal places. Omit the "%" sign in your response.) |
| Smallest expected gain | % |
| b. | Does this number make sense? | ||||
|
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Commodity Market Trading And Investment
Authors: Tom James
1st Edition
1137432802, 978-1137432803
