You observe a portfolio for five years and determine that its average return is $11\mathrm{.}7\%$ and the standard deviation of its returns in $19\mathrm{.}2\%.$ 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.$)$

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 prion interval is

greater than $-30\%.$

B$.$ 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 predion interval is

less than $-30\%.$

C$.$ 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 $-30\%.$

D$.$ 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 predion interval is

less than $-30\%.$