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4#
发表于 2013-4-7 07:16
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Yes, the question makes sense.
The probability of the exchange rate being less than (or equal to) one, two and three SDs away from the expected future value are the probabilities of one, two and three standard deviations away from the mean of a normal distribution, i.e. 68.27%, 95.45% and 99.73%.
Hence, we are asked to calculate the probability of being at least this amount away, so you take 1 minus these values. This will give you 31.73%, 4.55% and 0.27% (close enough to the answers above).
Hope that helps. |
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