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You observe a portfolio for five years and determine that is average return is 114% and the standard deviation of its retums in 19.6% Would

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You observe a portfolio for five years and determine that is average return is 114% and the standard deviation of its retums in 19.6% Would a 30% loss next year ba outside the 95% confidence interval for this portfolio? The low end of the 96% prediction interval is % (Enter your response as a percent rounded to one decimal place) O. 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 OB. 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% 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 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 greater than -30%

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