Question 1 (Mandatory) (6.25 points) Saved One or more of the following questions might need the following information: For a Standard Normal Distribution, we have: z= 2.576 for cumulative probability of 0.995 z= 2.326 for cumulative probability of 0.990 z= 1.960 for cumulative probability of 0.975 z= 1.645 for cumulative probability of 0.950 z= 1.282 for cumulative probability of 0.900 The cumulative probability up to z 1 - the cumulative probability up to z z= 1.282 for cumulative probability of 0.900 The cumulative probability up to z 1 - the cumulative probability up to z ul. 2 The mean change in the yield that affects the value of a portfolio of trading assets has been estimated to be 0.23 with a standard deviation of 25 percent. Yield changes are assumed to be normally distributed. What is the maximum yield change expected if a 97.5 percent confidence (one-tailed) limit is used? In other words, at what yield that we have 97.5% confidence that the actual yield change will not exceed this threshold level? The mean change in the yield that affects the value of a portfolio of trading assets has been estimated to be 0.23 with a standard deviation of 25 percent. Yield changes are assumed to be normally distributed. What is the maximum yield change expected if a 97.5 percent confidence (one-tailed) limit is used? In other words, at what yield that we have 97.5% confidence that the actual yield change will not exceed this threshold level? A) 65%. B) 84%. O C) 47%. D) 72% E) 53%