The mean change in the yield of a portfolio of trading assets has been estimated to be 5 bps with a standard deviation of 25 bps. Yield changes are assumed to be normally distributed. What is the maximum yield expected if a 99 percent confidence limit is used? Note that for normal distribution, 98% of the time the disturbance will be within 2.33 standard deviations of the mean. O a. 53.25 O b. 60.75 O C. 58.25 Od. 63.25