单项选择题:
An analyst does research about mon probability. A return distribution has a mean of 1.8% and a variance of 2.25. If returns are normally distributed, the probability of observing a return value less than -1.2% is closest to:（）
A. 1.0% B. 2.5% C. 5%
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答案：B
解析:(-1.2%-1.8%)/2.251/2%=-2，正态分布如果落在均值附近1.96个标准差以内的概率大约是95%，则落在两边的概率各是2.5%。