You observe a portfolio for five years and determine that its average return is 11.8% and the standard deviation of its returns is 19.7%. Can you be 95% confident that this portfolio will not lose more than 36% of its value next year? be 95% confident that the portfolio will not lose more than 36% of its value next year. Since the lower bound of a 95% confidence interval is %, you (Round to one decimal place.) cannot can