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Question
A portfolio has an expected annual return of 15.7 percent and a standard deviation of 19.6 percent. What is the smallest expected loss over the next calendar quarter given a probability of 1 percent?A. -15.11 percent
B. -16.23 percent
C. -16.49 percent
D. -18.08 percent
E. -18.87 percent
Answer
This answer is hidden. It contains 53 characters.
Related questions
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Which one of the following statements regarding an original issue $25,000 GNMA bond is correct?
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An analyst gathered the following year-end price level data for an economy. What is the economy's annual inflation rate for 2012?A. 3.22%B. 3.42%C. 3.68%D. 3.87%E. 3.92%
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