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A portfolio has 2 Standard Deviations of +/- 30 percentage points from the average ATR of +10%. Given this data, have A % Confidence Level

A portfolio has 2 Standard Deviations of +/- 30 percentage points from the average ATR of +10%. Given this data, have A % Confidence Level losses next year will not be greater than B %.

What is A and B? (calculation pls)

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