Your portfolio has 1 Standard Deviation of +/- 19% points from the average ATR of +12%. Given this data, A) What is the ATR range for 1 SD and 2 SDs? B) At 2 SDs, you have a ____% confidence level...


Your portfolio has 1 Standard Deviation of +/- 19% points from the average ATR of +12%. Given this data, A) What is the ATR range for 1 SD and 2 SDs? B) At 2 SDs, you have a ____% confidence level that losses next year will not be greater than ___%. (Show your calculations for both A and B.)



Jun 03, 2022
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