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You observe a pontiolio for five years and determine that its average retum is 12.7% and the standard devlation of its returns in 19.2%. Would

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You observe a pontiolio for five years and determine that its average retum is 12.7% and the standard devlation of its returns in 19.2%. Would a 30% loss next year be outside tho 95% contidence interval for this portfolio? The low and of the 95% prediction interval is \%. (Enter your response as a percent rounded to one decimal place) A. 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 then - 30% B. No. you cannot be confident that the portfolio will not lose more than 30% of th value next year This is because the low ond of the prediction interval is less than - 30%. C. Yes, you can be conflent that the portiolio will not lose more than 30% of its valuo next year. This is because the low end of the prediction interval is loss than - 30%. D. Yes you can be confident that the portiolio will not lose more than 30% of its value next year This is because the low end of the prediction interval is greatar than - 30%

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