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    Exam 13: Performance Evaluation and Risk Management
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    Trailer Co
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Trailer Co

Question 46

Question 46

Multiple Choice

Trailer Co. stock has an expected return of 12.2% and a standard deviation of 11.8%. What is the smallest expected loss over the next month given a probability of 5%?


A) 4.59%
B) 6.09%
C) 7.27%
D) 11.49%
E) 13.77%

Correct Answer:

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