A portfolio has an expected annual return of 12.2% and a standard deviation of 18.2%. What is the smallest expected loss over the next calendar quarter given a probability of 1%?
A)16.55%
B)17.25%
C)17.49%
D)18.12%
E)18.87%

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The Answer of A portfolio has an expected annual return of 12.2% and a standard deviation of 18.2%. What is the smallest expected loss over the next calendar quarter given a probability of 1%?
A)16.55%
B)17.25%
C)17.49%
D)18.12%
E)18.87%

A Portfolio Has an Expected Annual Return of 12