You observe a portfolio for five years and determine that its average return is 12.4 % and the standard deviation of its retuns in 19.6 % Would a 30% loss next year be outside the 95% confidence interval for this portfolio? The low end of the 95 % prediction interval is % (Enter your response as a percent rounded to one decimal place) O A. 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 than -30% O B. No, you cannot be confident that the portfollo will not lose more than 30 % of its value next year This is because the low end of the prediction interval is greater than -30 % 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 less than 30 % No vou 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 ie less than -30 % OD. 47