A confidence interval when there's no formula
You want a 95% confidence interval for a statistic with no tidy closed-form standard error, say the median holding-period return, or a strategy's Sharpe ratio.
Describe how the bootstrap builds a confidence interval, walk through the percentile method, and note where the bootstrap can mislead.
Your answer
This one is open-ended. Work it through, then check your reasoning against the full solution.