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What range of returns should you expect to see with a 99 percent probability on an asset that has an average return of 11.15 percent

What range of returns should you expect to see with a 99 percent probability on an asset that has an average return of 11.15 percent and a standard deviation of 24.79 percent? Multiple Choice -13.64% to 8.66% -13.64% to 35.94% -26.04% to 48.34%

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