Question
Lester has a portfolio with an average return of 13.5% and a standard deviation of 22.5%. He has a 1% probability of losing ________% or
Lester has a portfolio with an average return of 13.5% and a standard deviation of 22.5%. He has a 1% probability of losing ________% or more in any given year.
Probability of loss "z" value
1.0 % 2.326
2.5 1.960
5.0 1.645
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Mergers, Acquisitions and Other Restructuring Activities
Authors: Donald DePamphilis
8th edition
9780128024539, 128013907, 978-0128013908
