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Stock PVQ has an annual mean return of 16% and a standard deviation of 42%. What is the smallest possible loss in the next week

Stock PVQ has an annual mean return of 16% and a standard deviation of 42%. What is the smallest possible loss in the next week with a probability of 2.5%?

____

A) -23.96%

B) -13.66%

C) -11.11%

D) -16.42%

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