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Normal probability distribution. Assuming that the rates of retum associated with a given asset investment afe normally distributod; that the expected refurn, r, is 17.2%;

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Normal probability distribution. Assuming that the rates of retum associated with a given asset investment afe normally distributod; that the expected refurn, r, is 17.2%; and that the coefficient of variation, CV, is 1.43 , answer the following questions: a. Find the standard deviation of returns, r. b. Calculate the range of expocted return outcomes associated with the following probablities of occurrence: (1) 68%, (2) 95%, (3) 99%. 2. The standard deviasion of relums, p is K. (Round to three decimal places.) b. (1) The lowest possible expected return associated with the 68% probability of occurrence is \%. (Round to two decimai plocns) The highent possible expected retum associased with the 68N probability of occurrence is 15. (Round to treo decimal placen) (2) The lowest possibin expected return associated when the 95% probability of occurrence is \%. (Rouind to two decimal places.) The highest possible expectod retum associated with the 95% probability of occurrence is 4. (Round to two decimal places) (3) The lomest possble expected retum associated with the 99\% probability of occurrence is W. (Round to two decimal places). The highest possifle expected retum associated whth the 00: probability of occurrence is 15. (Round to two decinal placos)

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