Let Hd stand for the population mean value of ditlerence between S\&P 500 retums and small-cap stock retums. Use a significance level of o.05 and suppose that mesn dilerences are approwimately nocmally distrbuted. Formulate for your own purposes (so no need to supply in as part of the answer) the rull and alternative thypotheses consistent with testing whether any aiference exiats befween the mean returns on the $8p500 and small- cap stocks. Is it true or false that we reject the nult typothesis at the 0.05 significance ievel for the January 1960 so December 1979 subperiod? True Faise Let Hd stand for the population mean value of ditlerence between S\&P 500 retums and small-cap stock retums. Use a significance level of o.05 and suppose that mesn dilerences are approwimately nocmally distrbuted. Formulate for your own purposes (so no need to supply in as part of the answer) the rull and alternative thypotheses consistent with testing whether any aiference exiats befween the mean returns on the $8p500 and small- cap stocks. Is it true or false that we reject the nult typothesis at the 0.05 significance ievel for the January 1960 so December 1979 subperiod? True Faise