If the standard deviation of the continuously compounded returns on the asset is 40% and the interval is a year,then the downside change is equal to:
A)-27.4%.
B)-53.6%.
C)-33.0%.
D)-38.7%.

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The Answer of If the standard deviation of the continuously compounded returns on the asset is 40% and the interval is a year,then the downside change is equal to:
A)-27.4%.
B)-53.6%.
C)-33.0%.
D)-38.7%.

If the Standard Deviation of the Continuously Compounded Returns on the Asset