Question

An asset has an average annual historical return of 11.6 percent and a standard deviation of 17.8 percent. What range of returns would you expect to see 95 percent of the time?
A. -41.8 to +65.0 percent
B. -34.4 to +53.6 percent
C. -24.0 to +47.2 percent
D. -6.2 to +29.4 percent
E. -5.4 to +41.0 percent

Answer

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