Find the Standard Score for the Given Data Value $\mathrm { z } = - 2.4$

question 237

Multiple Choice

Find the standard score for the given data value.
-A data value in the 8 th percentile.

• A) \(\mathrm { z } = - 2.4\)
• B) \(z = 0.85\)
• C) \(\mathrm { z } = - 1.4\)
• D) \(\mathrm { z } = 78.81\)

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Definitions:

CAPM

The Capital Asset Pricing Model is a formula used to determine the theoretical expected return of an investment, considering its risk relative to the market.

Single-Index Model

A model that represents the returns of a portfolio or asset as linearly dependent on the returns of a single market index, simplifying the evaluation of portfolio risk.

Markowitz Model

A portfolio optimization theory that demonstrates how to achieve the best portfolio allocation to maximize return for a given level of risk through diversification.