You observe a portfolio for five years and determine that its average return is 12.68% and...
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You observe a portfolio for five years and determine that its average return is 12.68% and the standard deviation of its returns is 19.22 %. Would a 30% loss next year be outside the 95% confidence interval for this portfolio? The low end of the 95% prediction interval is %. (Round to two decimal places.) You observe a portfolio for five years and determine that its average return is 12.68% and the standard deviation of its returns is 19.22 %. Would a 30% loss next year be outside the 95% confidence interval for this portfolio? The low end of the 95% prediction interval is %. (Round to two decimal places.)
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