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