Homework: Home... Question 17, P 11-22 (s... HW Score: 23.53%, 4 of 17 points Save O Points: 0 of 1 You obsorve a portfolio for five years and determine that its average return is 11.6% and the standard deviation of its returns in 19.8%. Would a 30% loss next year bu outside the 95% confidence interval for this portfolio? The low end of the 95% prediction interval is % (Enter your response as a percent rounded to one decimal place.) O A. 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% B. 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% OC. 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% D. 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 greater than -30%