Multiple Choice
Your portfolio has an annualized standard deviation of 17.8% and average annual return of 13.6%. You have a 1% probability of losing ________ or more in any given year. Note: the 1% probability level has a "Z" value of 2.326.
A) 27.80%
B) 21.29%
C) 18.47%
D) 13.38%
E) 8.86%
Correct Answer:
Verified
Correct Answer:
Verified
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