QUESTION 7 Yield changes are assumed to be normally distributed, with the mean change estimated to be 0.022% with a standard deviation of 1.75%. What is the maximum yield change expected if a 95 percent confidence (one-tailed) limit is used? In other words, what is the threshold yield change that we have confidence that the realized yield change will be smaller than this threshold for 95% of the chances? Tips: For a Standard Normal Distribution, we have: 2 = 2.576 for cumulative probability of 0.995 22.326 for cumulative probability of 0.990 2 = 1.960 for cumulative probability of 0.975 2 -1.645 for cumulative probability of 0.950 2.1.282 for cumulative probability of 0.900 A. 1.87%. B. 2.01%. OC. 2.54%. OD. 2.90%. E. 3.45%