Risk Question

d2syh
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Posts: 21
Joined: Fri Aug 17, 2012 3:27 pm

Risk Question

Postby d2syh » Sat Nov 10, 2012 7:24 pm

A portfolio manager has USD 50 Million in the Trading Position with an income of USD 10 Million and 15% per annum volatility in returns. Calculate the per annum risk-adusted return at 95% confidence interval?
Choose one answer.
a. 48.48%
b. 51.37%
c. 47.28
d. None of the values given

Pls solve...

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