You observe a portfolio for five years and determine that its average return is 11.6% and the standard deviation of its returns in 192% would a 30% loss next year be outside the 95% confidence interval for this portfolio? The low end of the 95% prediction interval is 96 Enter your response as a percent rounded to one decimal place 0 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 O B 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 O c. 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 Inter al is greater ? D. 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 less than-30%. -30% than -30%. than -30%