Multiple Choice
A portfolio has an expected annual return of 12.2% and a standard deviation of 18.2%. What is the smallest expected loss over the next calendar quarter given a probability of 1%?
A) 16.55%
B) 17.25%
C) 17.49%
D) 18.12%
E) 18.87%
Correct Answer:
Verified
Correct Answer:
Verified
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