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You observe a portfolio for five years and determine that its average return is 12.2% and the standard deviation of its retur
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{D} Yes , you can be confident that portfolio will not lose more than 30 Percent of it's value next year. This is because the low end of the low end of the interval level is less than - 30 Percent.

Confidence level of a portfolio represents that a manager is assured of losing only upto a certain limit .

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