A Portfolio Has a Standard Deviation of 15

question 41

Multiple Choice

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