Assume that a portfolio of stocks had an average return of 12% and a standard deviation...
Assume that a portfolio of stocks had an average return of 12% and a standard deviation of 19% over a certain holding period. In which range do the returns fall 99% of the time, assuming the returns are distributed normally?
Multiple Choice
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between -26% and 50%
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between -45% and 69%
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between -7% and 31%
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between -17% and 48%
Homework Answers
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