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You observe a portfolio for five years and determine that its average return is 11.3% and the standard deviation of its returns in 19.9% Would

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You observe a portfolio for five years and determine that its average return is 11.3% and the standard deviation of its returns in 19.9% Would a 30% loss next year be outside the 95% confidence interval for this portfolio? The low end of the 98% prediction interval is % (Enter your response as a percent rounded to one decimal place.) OA. No, you cannot be confident that the partfolio will not lone more than 30% of its vniue next year. This is because the low end of the prediction intervat is greater OB. No, you cannot be confident that the portfolio will not lone more than 30% of its value next year. This is because the low end of the prediction interval is less OC 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 OD. 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 less than -30% than than -30% than -30%

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