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    Exam 11: Credit Risk: Loan Portfolio and Concentration Risk
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    Estimate the Standard Deviation of Bank B's Asset Allocation Proportions
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Estimate the Standard Deviation of Bank B's Asset Allocation Proportions

Question 37

Question 37

Multiple Choice

Estimate the standard deviation of Bank B's asset allocation proportions relative to the national benchmark.


A) 40.44 percent.
B) 34.32 percent.
C) 29.89 percent.
D) 21.21 percent.
E) 15.00 percent. [Refer to: 11-66]

Correct Answer:

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