Return 19.34% 6.99% 38.99% Deviation of retums 6 prediction interval of the S&P500 is between % and %. (Round to two decimal places and put the lower number first.)

Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
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If returns of S&P 500 stocks are normally distributed, what range of returns would you expect to see 95% of the time? Base your answer on the information below.
Small Stocks
S&P 500
Corporate Bonds
T-Bills
Average Return
Standard Deviation of returns
19.04%
11.33%
6.25%
3.32%
38.99%
19.34%
6.99%
3.85%
...
The 95% prediction interval of the S&P500 is between
% and
%. (Round to two decimal places and put the lower number first.)
Transcribed Image Text:If returns of S&P 500 stocks are normally distributed, what range of returns would you expect to see 95% of the time? Base your answer on the information below. Small Stocks S&P 500 Corporate Bonds T-Bills Average Return Standard Deviation of returns 19.04% 11.33% 6.25% 3.32% 38.99% 19.34% 6.99% 3.85% ... The 95% prediction interval of the S&P500 is between % and %. (Round to two decimal places and put the lower number first.)
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