Question
An asset has an average return of 11.45 percent and a standard deviation of 24.36 percent. What is the most you should expect to earn
An asset has an average return of 11.45 percent and a standard deviation of 24.36 percent. What is the most you should expect to earn in any given year with a probability of 2.5 percent?
A. 84.53%
B. 60.17%
C. 72.35%
D. 47.99%
E. 35.81%
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The Handbook Of Traditional And Alternative Investment Vehicles Investment Characteristics And Strategies
Authors: Mark J. P. Anson, Frank J. Fabozzi, Frank J. Jones
1st Edition
0470609737, 978-0470609736
