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An asset has an average return of 10.19 percent and a standard deviation of 22.47 percent. What is the most you should expect to lose

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An asset has an average return of 10.19 percent and a standard deviation of 22.47 percent. What is the most you should expect to lose in any given year with a probability of 2.5 percent? Multiple Choice -55.13% -57.22% -23.52% -12.28% -34.75%

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