2. A stock market analyst wants to test whether the monthly volatility measure based on daily returns to two investment portfolios are different. The standard deviation in daily returns, calculated using data on 21 trading days for both portfolios, was 0.10% for portfolio A and 0.15% for portfolio B. Use this information to test the proposition that the variance in the returns to portfolio A is statistically different from the variance in the returns to portfolio B. Use a significance level of 0.05 to test this proposition.