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You observe a portfolio for five years and determine that its average return is 1 1 . 2 3 % and the standard deviation of

You observe a portfolio for five years and determine that its average return is 11.23% and the standard deviation of its returns is 19.39%. 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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