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  3. you observe a portfolio for five years and determi

You observe a portfolio for five years and determine that its average retum is 11.8%...

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Accounting

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You observe a portfolio for five years and determine that its average retum is 11.8% and the standard deviation of its returns in 19.7%. Would a 30% loss next year be butside the 95% confidence interval for this porttolio? 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 portiolio will not lose more than 30% of its value next year. This is because the low end of the prediction inferval is greater than 30% B. No, you cannot be confident that the portiolio 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%. C. No, you cannot be confident that the portiolio will not lose more than 30% of its value next year. This is because the low end of the prediction interval is less 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 prediction interval is less than 3078

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