If returns of S&P 500 stocks are normally distributed, what range of returns would you expect to see 95% of the time? Base your answer on the information below. Small Stocks S&P 500 Corporate Bonds Average Return Standard Deviation of 19.03% 38.77% 11.14% 6.83% 19.32% 6.41% returns T-Bills 3.62% 3.33% The 95% prediction interval of the S&P500 is between % and Round to two decimal places and put the lower number first.)
If returns of S&P 500 stocks are normally distributed, what range of returns would you expect to see 95% of the time? Base your answer on the information below. Small Stocks S&P 500 Corporate Bonds Average Return Standard Deviation of 19.03% 38.77% 11.14% 6.83% 19.32% 6.41% returns T-Bills 3.62% 3.33% The 95% prediction interval of the S&P500 is between % and Round to two decimal places and put the lower number first.)
Chapter8: Analysis Of Risk And Return
Section: Chapter Questions
Problem 7P
Related questions
Question

Transcribed Image Text:If returns of S&P 500 stocks are normally distributed, what range of returns would you expect to see 95% of the time?
Base your answer on the information below.
Small Stocks
S&P 500
Corporate Bonds
Average Return
Standard Deviation of
19.03%
38.77%
11.14%
6.83%
19.32%
6.41%
returns
T-Bills
3.62%
3.33%
The 95% prediction interval of the S&P500 is between
% and
Round to two decimal places and put the lower
number first.)
Expert Solution

This question has been solved!
Explore an expertly crafted, step-by-step solution for a thorough understanding of key concepts.
Step by step
Solved in 2 steps with 1 images

Recommended textbooks for you

EBK CONTEMPORARY FINANCIAL MANAGEMENT
Finance
ISBN:
9781337514835
Author:
MOYER
Publisher:
CENGAGE LEARNING - CONSIGNMENT

Intermediate Financial Management (MindTap Course…
Finance
ISBN:
9781337395083
Author:
Eugene F. Brigham, Phillip R. Daves
Publisher:
Cengage Learning

EBK CONTEMPORARY FINANCIAL MANAGEMENT
Finance
ISBN:
9781337514835
Author:
MOYER
Publisher:
CENGAGE LEARNING - CONSIGNMENT

Intermediate Financial Management (MindTap Course…
Finance
ISBN:
9781337395083
Author:
Eugene F. Brigham, Phillip R. Daves
Publisher:
Cengage Learning