You observe a portfolio for five years and determine that its average return is 11.6% and the standard deviation of its returns in 19.9%. Would a 30% loss next year be outside the 95% confidence interval for this portfolio? he The low end of the 95% prediction interval is [% (Enter your response as a percent rounded to one decimal place.) O 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 than - 30% 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 - 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 greater than - 30% OD. 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%. w tel