Question
An asset has an average return of 10.11 percent. The returns are normally distributed. The range of returns, we see around 95percentage of times is
An asset has an average return of 10.11 percent. The returns are normally distributed. The range of returns, we see around 95percentage of times is 27.93% to 48.15%. What must be the standard deviation of these returns?
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Corporate Finance Reader
Authors: Robert W. Kolb
2nd Edition
1878975536, 978-1878975539
