If the standard deviation of the continuously compounded returns on the asset is 20% and the interval is one half of a year,then the downside change is equal to:
A)-37.9%.
B)-19.3%.
C)-20.1%.
D)-13.2%.

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The Answer of If the standard deviation of the continuously compounded returns on the asset is 20% and the interval is one half of a year,then the downside change is equal to:
A)-37.9%.
B)-19.3%.
C)-20.1%.
D)-13.2%.

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