A portfolio with an expected return of 12 percent has an annual standard deviation of 21 percent. What is the smallest expected loss over the next year with a probability of 1 percent?
A) -39.27%
B) -42.86%
C) -48.24%
D) -36.85%
E) -45.16%

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The Answer of A portfolio with an expected return of 12 percent has an annual standard deviation of 21 percent. What is the smallest expected loss over the next year with a probability of 1 percent?
A) -39.27%
B) -42.86%
C) -48.24%
D) -36.85%
E) -45.16%

A Portfolio with an Expected Return of 12 Percent Has