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The average monthly return of a mutual fund for the last ten years is 0.94%, with the variance 15.99%. The mean return of the
The average monthly return of a mutual fund for the last ten years is 0.94%, with the variance 15.99%. The mean return of the benchmark index for the same period 1.33%, with the variance 13.3%. Formulate and test the null (and alternative) hypotheses regarding the riskiness of these assets..
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To test the null and alternative hypotheses regarding the riskiness of the mutual fund and benchmark index we can use the hypothesis testing framework ...
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Foundations of Finance The Logic and Practice of Financial Management
Authors: Arthur J. Keown, John D. Martin, J. William Petty
8th edition
132994879, 978-0132994873
