Exercises 32: The data in Table 2 represent the rates of return of the Standard and Poor's Index of 500 Stocks from January 2002 through June 2005. Is there sufficient evidence to support the claim that positive monthly rates of return are random at the a = 0.05 level of significance? Table 2 Return (%) Date -2.12 1/2003 Date Return (%) Date Return (%) Date Return (%) 1/2002 -2.74 1/2004 1.73 1/2005 -2.53 2/2002 -2.08 2/2003 -1.70 2/2004 1.22 2/2005 1.89 3/2002 3.67 3/2003 0.84 3/2004 -1.64 3/2005 -1.91 4/2002 -6.14 4/2003 8.10 4/2004 -1.68 4/2005 -2.01 5/2002 -0.91 5/2003 5.09 5/2004 1.21 5/2005 3.00 6/2002 -7.25 6/2003 1.13 6/2004 1.80 6/2005 0.90 7/2002 -7.90 7/2003 1.62 7/2004 -3.43 8/2002 0.49 8/2003 1.79 8/2004 0.23 9/2002 -11.00 9/2003 -1.19 9/2004 0.94 10/2002 8.64 10/2003 5.50 10/2004 1.40 11/2002 5.71 11/2003 0.71 11/2004 3.86 12/2002 -6.03 12/2003 5.08 12/2004 3.25 Source:Yahoo! Finance
Exercises 32: The data in Table 2 represent the rates of return of the Standard and Poor's Index of 500 Stocks from January 2002 through June 2005. Is there sufficient evidence to support the claim that positive monthly rates of return are random at the a = 0.05 level of significance? Table 2 Return (%) Date -2.12 1/2003 Date Return (%) Date Return (%) Date Return (%) 1/2002 -2.74 1/2004 1.73 1/2005 -2.53 2/2002 -2.08 2/2003 -1.70 2/2004 1.22 2/2005 1.89 3/2002 3.67 3/2003 0.84 3/2004 -1.64 3/2005 -1.91 4/2002 -6.14 4/2003 8.10 4/2004 -1.68 4/2005 -2.01 5/2002 -0.91 5/2003 5.09 5/2004 1.21 5/2005 3.00 6/2002 -7.25 6/2003 1.13 6/2004 1.80 6/2005 0.90 7/2002 -7.90 7/2003 1.62 7/2004 -3.43 8/2002 0.49 8/2003 1.79 8/2004 0.23 9/2002 -11.00 9/2003 -1.19 9/2004 0.94 10/2002 8.64 10/2003 5.50 10/2004 1.40 11/2002 5.71 11/2003 0.71 11/2004 3.86 12/2002 -6.03 12/2003 5.08 12/2004 3.25 Source:Yahoo! Finance
Glencoe Algebra 1, Student Edition, 9780079039897, 0079039898, 2018
18th Edition
ISBN:9780079039897
Author:Carter
Publisher:Carter
Chapter10: Statistics
Section: Chapter Questions
Problem 11MCQ
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Question
![Exercises 32:
The data in Table 2 represent the rates of return of the
Standard and Poor's Index of 500 Stocks from January 2002
through June 2005. Is there sufficient evidence to support the
claim that positive monthly rates of return are random at the
a = 0.05 level of significance?
Table 2
Date
Return (%) | Date
Return (%) || Date
Date
Return (%)
Return (%)
1/2002
-2.12
1/2003
-2.74
1/2004
1.73
1/2005
-2.53
2/2002
-2.08
2/2003
-1.70
2/2004
1.22
2/2005
1.89
3/2002
3.67
3/2003
0.84
3/2004
-1.64
3/2005
-1.91
4/2002
-6.14
4/2004
4/2005
4/2003
8.10
-1.68
-2.01
5/2002
-0.91
5/2003
5.09
5/2004
1.21
5/2005
3.00
6/2002
-7.25
6/2003
1.13
6/2004
1.80
6/2005
0.90
7/2002
-7.90
7/2003
1.62
7/2004
-3.43
8/2002
0.49
8/2003
1.79
8/2004
0.23
9/2002
-11.00
9/2003
-1.19
9/2004
0.94
10/2002
8.64
10/2003
5.50
10/2004
1.40
11/2002
5.71
11/2003
0.71
11/2004
3.86
12/2002
-6.03
12/2003
5.08
12/2004
3.25
Source:Yahoo! Finance](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fd75b6f42-cb02-413b-9542-b675be32f669%2Fe4d2f05b-e925-4ced-a03f-ef4a7c25cdfb%2Fuhok5n_processed.jpeg&w=3840&q=75)
Transcribed Image Text:Exercises 32:
The data in Table 2 represent the rates of return of the
Standard and Poor's Index of 500 Stocks from January 2002
through June 2005. Is there sufficient evidence to support the
claim that positive monthly rates of return are random at the
a = 0.05 level of significance?
Table 2
Date
Return (%) | Date
Return (%) || Date
Date
Return (%)
Return (%)
1/2002
-2.12
1/2003
-2.74
1/2004
1.73
1/2005
-2.53
2/2002
-2.08
2/2003
-1.70
2/2004
1.22
2/2005
1.89
3/2002
3.67
3/2003
0.84
3/2004
-1.64
3/2005
-1.91
4/2002
-6.14
4/2004
4/2005
4/2003
8.10
-1.68
-2.01
5/2002
-0.91
5/2003
5.09
5/2004
1.21
5/2005
3.00
6/2002
-7.25
6/2003
1.13
6/2004
1.80
6/2005
0.90
7/2002
-7.90
7/2003
1.62
7/2004
-3.43
8/2002
0.49
8/2003
1.79
8/2004
0.23
9/2002
-11.00
9/2003
-1.19
9/2004
0.94
10/2002
8.64
10/2003
5.50
10/2004
1.40
11/2002
5.71
11/2003
0.71
11/2004
3.86
12/2002
-6.03
12/2003
5.08
12/2004
3.25
Source:Yahoo! Finance
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