Recent content by Sigrino

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    Lognormally distributed

    Help please I am stuck. The rate of return on Your portfolio, R, has a mean value of 1% and a standard deviation of 5%. Suppose that (1 + R) is lognormally distributed. 1) Calculate at what level of rate of return y, the probability that R is less than or equal to y is equal to 10%. 2)...