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A Portfolio Has a Current Value of $1000 XX Is Distributed Normally with Mean 100 and Standard Deviation 100

Question 12

Multiple Choice

A portfolio has a current value of $1000.The annual profit XX is distributed normally with mean 100 and standard deviation 100.What is the probability that the portfolio will be worth less than 800 after one year?


A) 0.0014
B) 0.0062
C) 0.0228
D) 0.1587

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