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You observe a portfolio for five year and determine that its average return is 12.4% and the standard deviation of its returns in 19.9%. Can

You observe a portfolio for five year and determine that its average return is 12.4% and the standard deviation of its returns in 19.9%. Can you be 95% confident that this portfolio will not lose more than 30% of its value next year? please show work and equations used! thank you

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