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You are evaluating an Asian technology fund that has an average return of 15% and a standard deviation of 25%. If the portfolio has a

You are evaluating an Asian technology fund that has an average return of 15% and a standard deviation of 25%. If the portfolio has a beta of 1.4, what is the closest approximate probability that the fund will have a return of -10% or worse for the year?

25.00%

31.74%

15.87%

12.50%

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