Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Over a particular period, an asset had an average return of 1 2 1 percent and a standard deviation of 2 0 . 5 percent.

Over a particular period, an asset had an average return of 121 percent and a standard deviation of 20.5 percent.
What range of returns would you expect to see 68 percent of the time for this asset?
Note: A negatlve answer should be Indlcated by a minus sign. Input your answers from lowest to highest to recelve credit for your answers. Do not round Intermedlate calculations and enter your answers as a percent rounded to 2 decimal places, e.g.,32.16.
Expected range of returns
\table[[%,to,]]
What about 95 percent of the time?
Note: A negatlve answer should be Indlcated by a minus sign. Input your answers from lowest to highest to recelve credit for your answers. Do not round intermedlate calculations and enter your answers as a percent rounded to 2 declmal places, e.g.,32.16.
Expected range of returns
image text in transcribed

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image_2

Step: 3

blur-text-image_3

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Introductory Course On Financial Mathematics

Authors: M V Tretyakov

1st Edition

1908977388, 978-1908977380

More Books

Students also viewed these Finance questions