Question
Your portfolio has a standard deviation of 12.3% and an average return of 9.6%. You have a 5% probability of losing ________% or more in
Your portfolio has a standard deviation of 12.3% and an average return of 9.6%. You have a 5% probability of losing ________% or more in any given year.
Probabilityof loss "z" value
1.0% 2.326
2.5 1.960
5.0 1.645
Multiple Choice
- 12.59
- 31.54
- 10.63
- 3.34
- 33.79
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Accounting Information Systems Controls and Processes
Authors: Leslie Turner, Andrea Weickgenannt, Mary Kay Copeland
3rd edition
1119329566, 1119329565, 1119386179, 1119302110, 9781119302117 , 978-1119329565
