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You obseme a portfolio for five years and determine that is average retum is 11.6% and the standard deviation of its retums in 19.4%. Would

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You obseme a portfolio for five years and determine that is average retum is 11.6% and the standard deviation of its retums in 19.4%. Would a 30% loss next year be outside the 95% canfideoce interval for this portlolio? The low end of the 95% prediction interval a V. (Enter your response as a percent rounded to one decimal place) A. Yes, you can be confident thet the portsolio wil not lose more than 30% of its value next year. This a because the low end of the prediction intervil is greater than - 30%. B. No, you cannot be confident that the pertolo will not iose moee than 30% of its value neat year this is because the low end of the prediction interval is greater than - 30% C. No, you cannot be confident that the portolio wil not lose more than 30% of its value next year. This is because the bes end of the prediction interval is less than - 30%. D. Yes, you can be confident that the portloto will not lose moce than 30% of as vatie next year This is because the low end of the prediction interval is less than - 50

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