Your portfolio has a standard deviation of 12.3% and an average return of 9.6%. You have a 5% probability of losing ________% or more in any given year.
$\begin{array}{cr}
\text { Probability } & \text { "z" value } \
\text { of loss } & \
1.0\% & 2.326 \
2.5 & 1.960 \
5.0 & 1.645
\end{array}$

A)33.79
B)31.54
C)12.59
D)10.63
E)3.34

Question

Your portfolio has a standard deviation of 12.3% and an average return of 9.6%. You have a 5% probability of losing ________% or more in any given year.
$\begin{array}{cr}
\text { Probability } & \text { "z" value } \
\text { of loss } & \
1.0\% & 2.326 \
2.5 & 1.960 \
5.0 & 1.645
\end{array}$

A)33.79
B)31.54
C)12.59
D)10.63
E)3.34

Quizplus · Accepted Answer

The Answer of Your portfolio has a standard deviation of 12.3% and an average return of 9.6%. You have a 5% probability of losing ________% or more in any given year.
$\begin{array}{cr}
\text { Probability } & \text { "z" value } \
\text { of loss } & \
1.0\% & 2.326 \
2.5 & 1.960 \
5.0 & 1.645
\end{array}$

A)33.79
B)31.54
C)12.59
D)10.63
E)3.34