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An analyst tracks the annual returns for two portfolios, A and B, for 30 years. These portfolios are rebalanced annually and are almost identical in

An analyst tracks the annual returns for two portfolios, A and B, for 30 years. These portfolios are rebalanced annually and are almost identical in various risk measures. Therefore, their returns are deemed dependent. The average of difference in returns over 30 years is 0.82 percent. The sample standard deviation of differences is 1.41 percent. The analyst would like to test if the mean difference is equal to 0. The appropriate test statistic for this hypothesis test is closest to:

A. 3.2 B. 0.6 C. 3.2

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