A portfolio has a standard deviation of 15.8 percent and an average return of 14.2 percent. What loss is associated with a 2.5 percent probability?
A) -12.03 percent
B) -14.87 percent
C) -16.77 percent
D) -17.38 percent
E) -19.36 percent

Question

A portfolio has a standard deviation of 15.8 percent and an average return of 14.2 percent. What loss is associated with a 2.5 percent probability? 
A) -12.03 percent 
B) -14.87 percent 
C) -16.77 percent 
D) -17.38 percent 
E) -19.36 percent

Quizplus · Accepted Answer

The Answer of A portfolio has a standard deviation of 15.8 percent and an average return of 14.2 percent. What loss is associated with a 2.5 percent probability? 
A) -12.03 percent 
B) -14.87 percent 
C) -16.77 percent 
D) -17.38 percent 
E) -19.36 percent

A Portfolio Has a Standard Deviation of 15