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Lester Has a Portfolio with an Average Return of 13

Question 67

Multiple Choice

Lester has a portfolio with an average return of 13.5 percent and a standard deviation of 14.5 percent.He has a one percent probability of losing ________ percent or more in any given year. Lester has a portfolio with an average return of 13.5 percent and a standard deviation of 14.5 percent.He has a one percent probability of losing ________ percent or more in any given year. A) −33.97 B) −38.87 C) −20.23 D) −5.04 E) −8.37


A) −33.97
B) −38.87
C) −20.23
D) −5.04
E) −8.37

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