The historical returns on a portfolio had an average return of 8% and a standard deviation of

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The historical returns on a portfolio had an average return of 8% and a standard deviation of 6%. Assume returns on the portfolio follow a bell-shaped distribution. Use the empirical rule to answer the following questions.

a. Approximately what percentage of returns were between 2% and 14%?

b. Approximately what percentage of returns were greater than 14%?

c. Approximately what percentage of returns were below −4%?

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Business Analytics Communicating With Numbers

ISBN: 9781260785005

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Authors: Sanjiv Jaggia, Alison Kelly, Kevin Lertwachara, Leida Chen

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Question Posted: Feb 16, 2023 03:48 AM

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The historical returns on a portfolio had an average return of 8% and a standard deviation of

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Business Analytics Communicating With Numbers

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