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  • August 3, 2012 at 7:47 pm #168
    Ahmed
    Member

    hi guys,

    on portfolio mathmatics page 94 how do we get the P(Z>2)=2.28%? i can get the 2 but what about 2.28%

    Thanks,,:)

    August 7, 2012 at 9:53 pm #757
    Jens Kroeske
    Member

    Z is a standard normal random variable, i.e. mean zero and variance one.
    P(Z > 2) = 1 – P(Z<=2) = 1 - NORMSDIST(2) = 0.022750132 (using excel, for example)

    August 8, 2012 at 7:06 pm #758
    Ahmed
    Member

    thanks jenskroeske,,,its pretty clear now :)

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