Assuming a Normal distribution, what percentage of returns are outside the negative two standard deviations from the

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Assuming a Normal distribution, what percentage of returns are outside the negative two standard deviations from the mean? What is the mean of returns falling in this tail? (This is called the censored mean.)

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Introduces Quantitative Finance

ISBN: 978-0470319581

2nd edition

Authors: Paul Wilmott

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Question Posted: Sep 23, 2020 06:01 AM

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Assuming a Normal distribution, what percentage of returns are outside the negative two standard deviations from the

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Consider the normal distribution N100 10 To find the percentage of ...View the full answer

Introduces Quantitative Finance

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