P 11-22 (similar to) Question Help You observe a portfolio for five years and determine that its average retum is 11.2% and the standard deviation of its returns in 19.6% Would a 30% loss next year be 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.) po 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 greater than -30% B. 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 loss than -30% OC. No, you cannot be confident that the portfolio will not lone more than 30% of its value next year. This is because the low end of the prediction interval is less OD. 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% than - 30% or