If returns are normally distributed, the expected return plus or minus 1.96 standard deviations will cover what percentage of all possible returns?
A) 99%.
B) 90%.
C) 68%.
D) 95%.

Name: If returns are normally distributed, the expected return plus or minus 1.96 standard deviations will cover what percentage of all possible returns? A) 99%. B) 90%. C) 68%. D) 95%.
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Quizplus · Accepted Answer

If returns are normally distributed, the expected return plus or minus 1.96 standard deviations will cover 95% of all possible returns.

If Returns Are Normally Distributed, the Expected Return Plus or Minus