Multiple Choice
A portfolio has an annual expected return of 10 percent and a standard deviation of 18 percent. What is the smallest expected loss over the next two years with a probability of 2.5 percent?
A) -29.89%
B) -41.63%
C) -37.21%
D) -39.06%
E) -32.19%
Correct Answer:
Verified
Correct Answer:
Verified
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