The target semideviation of the returns over the 10 years, if the target is 2 percent, is

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The target semideviation of the returns over the 10 years, if the target is 2 percent, is closest to:

A. 1.42 percent.

B. 1.50 percent.

C. 2.01 percent.

A fund had the following experience over the past 10 years:

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