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PRMIA Exam 8002 Topic 2 Question 13 Discussion

Actual exam question for PRMIA's Mathematical Foundations of Risk Measurement :II exam
Question #: 13
Topic #: 2
[All Mathematical Foundations of Risk Measurement :II Questions]

If a random variable X has a normal distribution with mean zero and variance 4, approximately what proportion of realizations of X should lie between -4 and +4?

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Suggested Answer: C

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