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- UID
- 222319
- 帖子
- 433
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- 2011-7-2
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- 2014-10-24
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I'm sorry to ask this L1 question again 
"If the client's minimum allowable return falls at least two standard deviations below the expected return(i.e., it falls in the 2.5% lower tail of the distribution), the clients can be 95% confident the minimum allowable return will not be violated."
I think the clients can be 97.5% confident the minimum allowable return will not be violated.
--no "interval" here. |
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发表于 2011-7-11 15:21
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