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Your Portfolio Has a Standard Deviation of 12

Question 2

Multiple Choice

Your portfolio has a standard deviation of 12.3 percent and an average return of 9.6 percent.You have a 5 percent probability of losing ________ percent or more in any given year. Your portfolio has a standard deviation of 12.3 percent and an average return of 9.6 percent.You have a 5 percent probability of losing ________ percent or more in any given year. A) −33.79 B) −31.54 C) −12.59 D) −10.63 E) −3.34


A) −33.79
B) −31.54
C) −12.59
D) −10.63
E) −3.34

Correct Answer:

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