In: Finance
Suppose the returns on an asset are normally distributed. The
historical average annual return for the asset was 6.7 percent and
the standard deviation was 12.6 percent.
What range of returns would you expect to see 95 percent of the
time? (Enter your answers for the range from lowest to
highest. A negative answer should be indicated by a minus
sign. Do not round intermediate calculations.
Enter your answers as a percent rounded to 2 decimal places, e.g.,
32.16.)
95% level % to %
What range would you expect to see 99 percent of the time?
(Enter your answers for the range from lowest to highest. A
negative answer should be indicated by a minus sign.
Do not round intermediate calculations. Enter your answers
as a percent rounded to 2 decimal places, e.g.,
32.16.)
99% level % to %