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You are going to invest all of your funds in one of three projects with the following distribution of possible returns: Project 1 Probability Return

You are going to invest all of your funds in one of three projects with the following distribution of possible returns:

Project 1

Probability

Return

Standard Deviation

Beta

50% Chance

22%

12%

1.1

50% Chance

-4%

Project 2

Probability

Return

Standard Deviation

Beta

30% Chance

36%

19.5%

1

40% Chance

10.50%

30% Chance

-20%

Project 3

Probability

Return

Standard Deviation

Beta

10% Chance

28%

12%

1.2

70% Chance

18%

20% Chance

-8%

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