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You observe a portiolio for five years and determine that its average return is 11.8% and the standard deviation of its reburns in 19.5%. Would

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You observe a portiolio for five years and determine that its average return is 11.8% and the standard deviation of its reburns in 19.5%. Would a 30% loss next year be outside the 95% interval for this portidio? The low end of the 95% prediction interval is \%. (Enter your response as a porcent rounded to one decimal place.) A. Yes, you can be confident that the portfolo will not lose more than 30% of its value next year. This is because the low end of the predicton interval is less than - 30%. B. Yes, you can be confident that the pontolio will not lose more than 30% of its value next year. This is because the low end of the prediction intervat is greater than - 30%. C. No, you carnot be confident that the portlolo will not lose more than 30\% of is value nest yoar. Tha is becaute the low end of the prediction interval is grealer than - 30\%. D. No, you cannot be confident that the portiolio will not lose more than 30% of is value next year. This is because the low end of the prediction interval is less than - 30%

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