A researcher has gathered data on the daily returns on a portfolio of call options over a recent 61-day period. The mean daily return has been 1%, and the sample variance of daily portfolio retums is 2.5%. The population variance is unknown. The researcher believes that the mean dally portfolio retum is not equal to zero. Construct a 99% confidence interval for the population mean daily return over the 61-day sample period: (CHOOSE THE CLOSEST ANSWER) O 1004006| O1014016 O1017:0191 Oto07009

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A researcher has gathered data on the daily returns on a portfolio of call options over a
recent 61-day period. The mean daily return has been 1%. and the sample variance of daily
portfolio returms is 2.5%. The population variance is unknown. The researcher believes
that the mean dally portfolio retum is not equal to zero. Construct a 99% confidence
interval for the population mean daily return over the 61-day sample period:
(CHOOSE THE CLOSEST ANSWER)
O 1004.006)
1-0.14:0.16]
O1-0.17:0.19]
OFo07.009)
Transcribed Image Text:A researcher has gathered data on the daily returns on a portfolio of call options over a recent 61-day period. The mean daily return has been 1%. and the sample variance of daily portfolio returms is 2.5%. The population variance is unknown. The researcher believes that the mean dally portfolio retum is not equal to zero. Construct a 99% confidence interval for the population mean daily return over the 61-day sample period: (CHOOSE THE CLOSEST ANSWER) O 1004.006) 1-0.14:0.16] O1-0.17:0.19] OFo07.009)
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