Question: The historical returns on a portfolio had an average return of 8 percent and a standard deviation of 12 percent. Assume that returns on this

The historical returns on a had an average return of 8 percent and a standard deviation of 12 percent. Assume that returns on this follow a bell-shaped distribution.
a. What percentage of returns were greater than 20 percent?
b. What percentage of returns were below –16 percent?

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