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You observe a portfolio for five years and determine that its average return is 1 2 . 1 7 % and the standard deviation of

You observe a portfolio for five years and determine that its average return is 12.17% and the standard deviation of its returns is 19.07%. Would a 30% loss next year be outside the 95% confidence
interval for this portfolio?
The low end of the 95% prediction interval is
%.(Round to two decimal places.)
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