Your Beloved Machines Inc

Multiple Choice

Your Beloved Machines Inc.'s stock has a weekly expected return of 0.0025 and weekly volatility of the returns of 0.03.Then the weekly 95 percent and 99 percent confidence levels (value-at-risk at the 5 and 1 percent levels) for YBM are (where 5 percent left tail is 1.65 standard deviations and 1 percent tail is 2.33 standard deviations away from the mean) :

A) 4.70 percent and 6.74 percent
B) 5.23 percent and 3.75 percent
C) 4.70 percent and 3.75 percent
D) 2.50 percent and 3.00 percent
E) None of these answers are correct.