1.
=Prob(R<0%)
=Prob(Z<(0-6%)/5%)
=Pr(Z<-1.2)
=0.11506967
2.
=Prob(R>10)
=1-Prob(Z<(10%-6%)/5%)
=1-Prob(Z<0.8)
=0.21185539858
3.
=Prob(1%<R<11%)
=Prob(R<11%)-Prob(R<1%)
=Prob(Z<(11%-6%)/5%)-Prob(Z<(1%-6%)/5%)
=Prob(Z<1)-Prob(Z<-1)
=0.84134475-0.15865525
=0.68268950
The return on a portfolio is normally distributed with a mean of 6% and a standard...
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