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> Points: 0.5 of 1 save You observe a portfolio for five years and determine that its average return in 11.8% and the standard deviation

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> Points: 0.5 of 1 save You observe a portfolio for five years and determine that its average return in 11.8% and the standard deviation of its returns in 19,1%. 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.) OA. 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% 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 is greater than -30% C. Yes, you can be confident that the portfolio will not loso more than 30% of its vniue noast year, This is because the low end of the prediction interval is less than - 30% 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%

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