(Solved): You observe a portfolio for five years and determine that its average return is 11.22% and the stan ...

You observe a portfolio for five years and determine that its average return is $11.22\%$ and the standard deviation of its returns is $19.07\%$. 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.)