medium · Quantitative Finance prob-stats
A strategy's returns over n=100 days have a sample mean of 0.08% and a known daily volatility of 1.2%.
What is the 95% confidence interval for the true daily mean return?
- [-0.155%, +0.315%]
- [-2.27%, +2.43%]
- [0.078%, 0.082%]
- [0.056%, 0.104%]
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