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2. A financial analyst is testing the performance of two portfolios where the end of the year index on each portfolio for the past nine years are indexed as follows: (Note: For each question you are required to define your hypothesis clearly, find the relevant statistics, and express, statistically, what your conclusions are.) Portfolios 2011 2012 2013 2014 2015 2016 2017 2018 2019 A 123.5 121.3 106.5 102.8 118.9 129.6 137.9 142.9 153.7 B 108.6 101.4 93.8 101.9 112.0 119.6 128.7 139.5 145.8 a. Test the hypothesis that the mean return for portfolio A during 2011-2019 is no different from the mean return on government's T-Bill of 2.6% for the same time period. b. Test the hypothesis that the mean return for portfolio B during 2011-2019 is no different from the mean return on government's T-Bill of 2.6% for the same time period. c. Test the hypothesis that the mean returns of the two portfolios are not statistically different from each other.

2. A financial analyst is testing the performance of two portfolios where the end of the year index on each portfolio for the past nine years are indexed as follows: (Note: For each question you are required to define your hypothesis clearly, find the relevant statistics, and express, statistically, what your conclusions are.) Portfolios 2011 2012 2013 2014 2015 2016 2017 2018 2019 A 123.5 121.3 106.5 102.8 118.9 129.6 137.9 142.9 153.7 B 108.6 101.4 93.8 101.9 112.0 119.6 128.7 139.5 145.8 a. Test the hypothesis that the mean return for portfolio A during 2011-2019 is no different from the mean return on government's T-Bill of 2.6% for the same time period. b. Test the hypothesis that the mean return for portfolio B during 2011-2019 is no different from the mean return on government's T-Bill of 2.6% for the same time period. c. Test the hypothesis that the mean returns of the two portfolios are not statistically different from each other.

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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2. A financial analyst is testing the performance of two portfolios where the end of the year index on each portfolio for the past nine years are indexed as follows: (Note: For each question you are required to define your hypothesis clearly, find the relevant statistics, and express, statistically, what your conclusions are.) Portfolios 2011 2012 2013 2014 2015 2016 2017 2018 2019 A 123.5 121.3 106.5 102.8 118.9 129.6 137.9 142.9 153.7 B 108.6 101.4 93.8 101.9 112.0 119.6 128.7 139.5 145.8 a. Test the hypothesis that the mean return for portfolio A during 2011-2019 is no different from the mean return on government's T-Bill of 2.6% for the same time period. b. Test the hypothesis that the mean return for portfolio B during 2011-2019 is no different from the mean return on government's T-Bill of 2.6% for the same time period. c. Test the hypothesis that the mean returns of the two portfolios are not statistically different from each other.
Transcribed Image Text:2. A financial analyst is testing the performance of two portfolios where the end of the year index on each portfolio for the past nine years are indexed as follows: (Note: For each question you are required to define your hypothesis clearly, find the relevant statistics, and express, statistically, what your conclusions are.) Portfolios 2011 2012 2013 2014 2015 2016 2017 2018 2019 A 123.5 121.3 106.5 102.8 118.9 129.6 137.9 142.9 153.7 B 108.6 101.4 93.8 101.9 112.0 119.6 128.7 139.5 145.8 a. Test the hypothesis that the mean return for portfolio A during 2011-2019 is no different from the mean return on government's T-Bill of 2.6% for the same time period. b. Test the hypothesis that the mean return for portfolio B during 2011-2019 is no different from the mean return on government's T-Bill of 2.6% for the same time period. c. Test the hypothesis that the mean returns of the two portfolios are not statistically different from each other.
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