An Asset Has a Return of 10

Multiple Choice

An asset has a return of 10.5 percent and a variance of 70 percent square. What range of returns would you expect to see two-thirds of the time?

A) - 73.17% to 94.17%
B) - 6.24% to 27.24%
C) - 31.2% to 51.7%
D) - 43.8% to 62.8%
E) - 59.5% to 80.5%