If the standard deviation of the continuously compounded returns on the asset is 40 percent and the interval is a year, then the downside change is equal to
A)−27.4 percent.
B)−53.6 percent.
C)−33 percent.
D)−38.7 percent.

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The Answer of If the standard deviation of the continuously compounded returns on the asset is 40 percent and the interval is a year, then the downside change is equal to
A)−27.4 percent.
B)−53.6 percent.
C)−33 percent.
D)−38.7 percent.

If the Standard Deviation of the Continuously Compounded Returns on the Asset