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A portfolio has an annual return of 1 3 . 5 0 % and an annual return standard deviation of 2 6 . 6 0

A portfolio has an annual return of 13.50% and an annual return standard deviation of 26.60%
a. Caclulate the expected return over 4 years.
b. calculate the 4-year return standard deviation
c. Calculate the loss level that can be expected over a 4-year investment horizon with a probability of 10%.
d. Calculate the loss level that can be expected over a 4-year investment horizon with a probability of 2%
e. Calculate the probability of a loss level of 20% over 4 years.

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