Over a Number of Years, the Average Annual Rate of Return

Multiple Choice

Over a number of years, the average annual rate of return for Fidelity's Blue Chip Value mutual fund has been .08 with a standard deviation of .04.Assume annual returns are approximately normally distributed around the average rate.Using this historical information as the basis for your calculations, what is the probability of loss over the next year if you put money into this fund?

A) .0130
B) .001
C) .0524
D) .0228
E) .0771