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You observe a portfolio for five years and determine that its average return is 12.6% and the standard deviation of its returns in 19.3%. Would

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You observe a portfolio for five years and determine that its average return is 12.6% and the standard deviation of its returns in 19.3%. Would a 30% loss next year be outside the 95% confidence interval or this portfolio? The low end of the 95% prediction interval is % Enter your response as a percent rounded to one decimal place 0 A O B O C ?D. 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%. No, you cannot be confident that he portfolio will not lose more than 30% of its value next year. This is because the low end of the prediction interval se han - Yes, you can be confident that the portfolio will not lose more than 30% of its value next year. This s because the low end of the prediction interval is greater than-30% No, you cannot be confident that the portfolio will not lose more than 30% o s va e next year. This is because the low en ofthe prediction inte a sgreater than 30 % 30%

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