The Mean Change in the Value of a Portfolio of Trading

question 77

Multiple Choice

The mean change in the value of a portfolio of trading assets has been estimated to be 0 with a standard deviation of 20 percent.Yield changes are assumed to be normally distributed. What is the maximum yield change expected if a 95 percent confidence (one-tailed) limit is used?

• A)3.30%.
• B)20.0%.
• C)33.0%.
• D)39.2%.
• E)46.6%.

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Definitions:

Collins

[Assuming reference to a figure or context] If related to management, possibly referring to Jim Collins, an author and researcher on leadership and business management. If not, NO.

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