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Assume that the average annual historical return for shares that comprise the Australian All Ordinaries index is 12%, and the standard deviation of returns is

Assume that the average annual historical return for shares that comprise the Australian All Ordinaries index is 12%, and the standard deviation of returns is 20%. Based on these numbers, what is a 95% prediction interval for 2016 returns?

A. -20%, 35%

B. -10%, 40%

C. -28%, 52%

D. -15%, 35%

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