What range of returns should you expect to see with a 99 percent probability on an asset that has an average return of 11.03 percent and a standard deviation of 24.73 percent?

• 38.43% to 60.49%

• 26.07% to 48.13%

• 13.70% to 35.76%

• 13.70% to 8.36%

• 63.16% to 85.22%