(Solved): You observe a portfolio for five years and determine that its average return is 11.6% and the stan ...

You observe a portfolio for five years and determine that its average return is

and the standard deviation of its returns in

. Would a

loss next year be outside the

confidence interval for this portfolio? The low end of the

prediction interval is %. (Enter your response as a percent rounded to one decimal place.) A. No, you cannot be confident that the portfolio will not lose more than

of its value next year. This is because the low end of the prediction interval is greater than

. B. Yes, you can be confident that the portfolio will not lose more than

of its value next year. This is because the low end of the prediction interval is greater than

. C. Yes, you can be confident that the portfolio will not lose more than

of its value next year. This is because the low end of the prediction interval is less than

. D. No, you cannot be confident that the portfolio will not lose more than

of its value next year. This is because the low end of the prediction interval is less than

.You observe a portfolio for five years and determine that its average return is 11.6​% and the standard deviation of its returns in 19.6​%. Would a​ 30% loss next year be outside the​ 95% confidence interval for this​ portfolio?