Multiple Choice
A stock has an annual expected return of 12.5 percent and an annual standard deviation of 48 percent. What is the smallest expected loss over the next year with a probability of 5 percent?
A) -57.21%
B) -62.89%
C) -69.27%
D) -66.46%
E) -60.18%
Correct Answer:
Verified
Correct Answer:
Verified
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