Assuming that the rates of return associated with a given asset investment arenormallydistributed; that the expectedreturn, r is 10.4%; and that the coefficient ofvariation, CV, is 1.06
Answer the following questions:
The standard deviation of returns, σr, is_________
B)
1) The lowest possible expected return associated with the 68% probability ofoccurrence is_____
1a) The highest possible expected return associated with the 68% probability ofoccurrence is ______
2) The lowest possible expected return associated with the 95% probability ofoccurrence is _______
2a) The highest possible expected return associated with the 95% probability ofoccurrence is ______
3) The lowest possible expected return associated with the 99% probability ofoccurrence is
3a) The highest possible expected return associated with the 99% probability ofoccurrence is