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You observe a portolio for five years and detormine that its average retum is 12.7% and the standard deviation of its retums is 19.4%. Can you be 95% contident that this porfolo wil not iose more man 35% of its value neot year? Since the lower bound of a 95% onfidence interval is K. you be 95% confident that the portolio with not lose more tran 35% of its value neat yex (Round to one decimal place.)