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Lester Has a Portfolio with an Average Return of 12

Question 53

Multiple Choice

Lester has a portfolio with an average return of 12.8 percent and a standard deviation of 9.1 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 12.8 percent and a standard deviation of 9.1 percent.He has a one percent probability of losing _____ percent or more in any given year. A) -33.97 B) -38.87 C) -20.67 D) -5.04 E) -8.37


A) -33.97
B) -38.87
C) -20.67
D) -5.04
E) -8.37

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