Murtaza wants to verify that the monthly returns of the fund that he manages has a standard deviation equal to 25% based on estimates collected between 2000 and 2019 over 19 years. To verify this, Murtaza collected monthly returns for an eleven-month period between 2019 and 2020 and measured a standard deviation of monthly returns of 26.8% Murtaza calculates a test statistic of 4.28. Using a 10% significance level, determine if the more recent standard deviation is ditferent from the standard deviation of the 2000-2019 period. Which of the following assertions is MOST CORRECT: O The two critical values are 939 and 28.869 and vou reject the mul bypothesis O The two critical values ane194 and 18307 and you tail to reject the null hypothesis The two critical values are 3.247and 20483 and you fail to reject the null hypothesis The null hypothesis is that the varlance popukation is equal to 25% O The two critical values are 4.865 and 15.987 and you eject the nul fypothesis
Murtaza wants to verify that the monthly returns of the fund that he manages has a standard deviation equal to 25% based on estimates collected between 2000 and 2019 over 19 years. To verify this, Murtaza collected monthly returns for an eleven-month period between 2019 and 2020 and measured a standard deviation of monthly returns of 26.8% Murtaza calculates a test statistic of 4.28. Using a 10% significance level, determine if the more recent standard deviation is ditferent from the standard deviation of the 2000-2019 period. Which of the following assertions is MOST CORRECT: O The two critical values are 939 and 28.869 and vou reject the mul bypothesis O The two critical values ane194 and 18307 and you tail to reject the null hypothesis The two critical values are 3.247and 20483 and you fail to reject the null hypothesis The null hypothesis is that the varlance popukation is equal to 25% O The two critical values are 4.865 and 15.987 and you eject the nul fypothesis
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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