Life in the time of six sigma

Standard deviation of daily per cent changes in the CAD-USD exchange rate since the CAD was allowed to float in June, 1970: 0.33.

Number of days in which daily per cent changes exceeded six standard deviations since June 1970: 6.

Number of days in which daily per cent changes exceeded six standard deviations since September 15, 2008 (the day Lehman Brothers filed for bankruptcy): 5.

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