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you observe a portfolio for five years and determine that its average return is 11.1% and the standard deviation of its returns is 19.7%. would
you observe a portfolio for five years and determine that its average return is 11.1% and the standard deviation of its returns is 19.7%. would a 30% loss next year be outside the 95% confidence interval for this portfolio? what is the low end of the 95% prediction interval?
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