3. You are presented with an investment strategy with a mean return of 20% and a standard deviation.

3. You are presented with an investment strategy with a mean return of 20% and a standard deviation of 10%. What is the probability of a negative return if the returns are normally distributed? What if the distribution is symmetrical, but otherwise unknown? 4. Suppose you invest in a product whose returns follow a uniform distribution between -40% and +60%. What is the expected return? What is the 95% VaR? The expected shortfall?

"Is this question part of your assignment? We can help"

ORDER NOW

0 replies

Leave a Reply

Want to join the discussion?
Feel free to contribute!

Leave a Reply

Your email address will not be published. Required fields are marked *