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You observe a portolio for five years and determine that its average retum is 12.98% and the standard deviation of its retums is 19.16%. Would

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You observe a portolio for five years and determine that its average retum is 12.98% and the standard deviation of its retums is 19.16%. Would a 30% loss next year be ousside the 95% confidence interval for this portfolio? The low end of the 05% prediction interval is 14. (Round to two docimal places.)

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