7)

You observe a portfolio for five years and determine that its average return is 11.5% and the standard deviation of its returns in 19.7%. Would a 30% loss next year be outside the 95% confidence interval for this portfolio? RO The low end of the 95% prediction interval is %. (Enter your response as a percent rounded to one decimal place.) O A. No, you cannot be confident that the portfolio will not lose more than 30% of its value next year. This is because the low end of the prediction interval is greater than - 30%. OB. Yes, you can be confident that the portfolio will not lose more than 30% of its value next year. This is because the low end of the prediction interval greater than -30% O C. No, you cannot be confident that the portfolio will not lose more than 30% of its value next year. This is because the low end of the prediction interval is less than -30% OD. Yes, you can be confident that the portfolio will not lose more than 30% of its value next year. This is because the low end of the prediction interval is less than - 30%