Solution-Confidence interval based on the sample average

Confidence interval based on the sample average

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Reference no: EM133266055

"Suppose we use the sample average of observed log-returns to estimate the mean log-return for a portfolio. We know that the observed sample average will almost certainly differ from the true mean return, but a confidence interval based on the sample average has some positive probability of including the true mean return." Do you agree with this statement? Please explain your response.

Reference no: EM133266055

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Confidence interval based on the sample average

Reference no: EM133266055

Reference no: EM133266055

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