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Lester Has a Portfolio with an Average Return of 12

Question 47

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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