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Your Portfolio Has a Standard Deviation of 12

Question 21

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

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