A mutual fund claims that the standard deviațion of their quarterly returns is 25% based on the' historical data. An investor wants to verify this claim. He collects the sample returns for the past 35 quarters. The standard'deviation based on this sampļe returns data is 30%. At a 5% level of significance can the investor say that the actual standard deviation of claimed returns is indeed 25%.
A mutual fund claims that the standard deviațion of their quarterly returns is 25% based on the' historical data. An investor wants to verify this claim. He collects the sample returns for the past 35 quarters. The standard'deviation based on this sampļe returns data is 30%. At a 5% level of significance can the investor say that the actual standard deviation of claimed returns is indeed 25%.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
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
Transcribed Image Text:A mutual fund claims that the
standard deviation of their quarterly
returns is 25% based on the
historical data. An investor wants
to verify this claim. He collects the
sample returns for the past 35
quarters. The standard'deviation
based on this sample returns data
is 30%. At a 5% level of significance
can the investor say that the actual
standard deviation of claimed
returns is indeed 25%.
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