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Nike 8.98391088 0.878816421 -3.493705175 -0.011446945 4.178466629 2.251710619 0.867476784 1.817476087 1.990504256 1.901334927 0.040273459 -3.233006578 -1.10549508 2.076561703 -1.876436693 1.005138734 -3.17520534 3.352170386 -4.151147546 -0.499858837 0.271993207 3.091621664 2.280754743 0.073153706
Nike 8.98391088 0.878816421 -3.493705175 -0.011446945 4.178466629 2.251710619 0.867476784 1.817476087 1.990504256 1.901334927 0.040273459 -3.233006578 -1.10549508 2.076561703 -1.876436693 1.005138734 -3.17520534 3.352170386 -4.151147546 -0.499858837 0.271993207 3.091621664 2.280754743 0.073153706 -1.141549822 6.240966336 -2.080727503 -0.220542197 0.310597482 -1.430597045 2.406117862 -0.168537145 1.633733299 2.449250752 -0.525287839 -2.678457101 0.626095253 1.700632797 2.615342596 2.941389044 0.145734797 0.589881218 2.041970654 0.168284002 1.954401309 -0.618116066 -0.131065422 -6.773805944 5.133975782 -2.529496509 2.176469328 2.847641214 8.294715258 0.167853885 -0.215865396 4.330972075 0.045944313 0.382345819 0.570760835 -7.826120557 8.484127438 1.258556792 -1.500079176 -4.671803628 1.992510277 -1.694984788 -1.082116882 -5.983478678 -2.250370097 5.607681717 1.83908103 -8.126627175 -1.320569908 4.99542441 5.398739999 -2.163834546 -1.687516245 4.729884785 -2.150265414 -0.097378327 -3.586856231 0.134545455 -0.117716254 -0.827898755 -0.869074021 -1.935433673 -1.458842077 -0.514779842 -4.999223069 3.350162244 -2.573207675 -2.107300836 5.583696089 1.976394102 2.007199536 -1.989585207 -2.192006696 0.628645564 1.068572781 4.248592673 0.16962784 -1.674960999 -4.469286608 -0.271484468 -0.054366316 -4.639050239 -1.646921102 -0.32879056 0.290174253 0.481752988 -4.040578207 1.608296981 0.64787448 0.818585058 -2.078932846 2.826515831 -1.558874251 1.925560003 -2.102474991 5.882942623 -1.853495194 0.527706432 -0.018776404 -1.572755249 7.11296885 0.938310106 1.937058024 -2.025199708 -0.166221622 2.398763826 -2.522909508 -1.124102254 -1.118750042 0.416477396 0.917370087 -0.790943328 -2.670243586 0.462336047 -4.58702311 1.5715091 0.738844207 1.242207788 -4.514940753 3.367311357 11.00799613 -1.743953962 0.034512275 3.30678088 -2.158245263 1.840810701 -1.330764351 -7.060526173 -1.929304566 -1.00691776 -1.854831039 3.149118023 -1.176350283 -2.645526966 1.093302125 -2.785449966 3.998993471 5.321365586 -0.447750767 0.679792756 5.379509083 0.219398584 0.939609716 2.675287223 5.537133073 -2.342391313 -1.176105502 2.260424179 1.072675985 3.852465684 1.227367532 -1.212468681 -2.607339175 4.201225116 -0.205172323 -3.387143147 0.922371224 -0.589969258 -1.961166526 2.762051648 1.656884156 -0.445105871 -1.739928665 5.117185844 -2.121244499 0.483401566 4.136563148 1.295535199 0.703427419 3.177696088 1.247184088 -3.22933159 8.168596765 -4.098925444 1.169896653 -0.544219425 -0.090999263 2.377506964 2.495933215 -1.221377063 3.32952887 -0.303690842 -2.092552166 3.895728685 2.437425811 -0.974929406 -5.582616778 -5.3977044 -2.264943202 -2.926103343 6.069803801 -0.287709232 -2.144362085 -4.445799619 4.952947974 -2.101685682 -1.110590561 -0.220850558 1.331441119 1.770434238 1.844892139 5.637647382 0.1987016 1.110280654 1.037400017 3.60120918 -0.728800615 2.792171565 -2.488043536 2.331098371 -5.457272083 2.427988334 1.403243549 0.978796069 3.37468264 -1.002759864 -3.000073851 -2.06312637 0.735808468 -2.891093079 -6.304662502 8.09258799 0.035951647 2.730825654 -2.121468637 3.361555847 2.614685763 -2.926150705 1.137353549 -7.591976531 1.029936556 -2.095496174 0.199135393 4.923977663 5.097551774 -1.556751746 -0.735632668 6.292927215 0.819936631 0.866542473 2.33720901 -5.540934191 -1.932330827 0.703964583 3.533317751 0.321910914 0.160580755 3.946231671 0.790681038 2.215239766 1.597813897 0.343997599 -1.005824497 3.534423852 -2.420727548 -5.779844878 3.208608763 4.040348735 -3.229093749 -11.47702287 -0.870695832 -15.62274921 -11.38053279 21.02215303 -5.393376943 9.581727397 3.531766011 -1.72765896 -3.254853202 5.592376266 -3.911463709 7.483857795 5.023673029 4.353240768 -6.309218385 -0.676337839 -2.227597357 4.95676495 -0.44801672 -1.760480482 2.208497201 -0.836551143 4.261920687 4.388829415 3.071746697 2.287974174 0.319201595 4.862061811 -2.871332378 8.016347609 1.921368018 3.369610451 -2.301423069 1.542719078 -7.92992757 7.087870979 -0.482148846 3.598321103 0.950512404 2.166299077 0.361244114 -0.094659712 3.098348075 -0.091836093 3.391329119 -3.92289961 -0.978319354 -4.221351595 8.271667523 -2.082032907 -0.07038426 -5.232408808 -0.863559833 5.187435588 -2.1300369 -3.327722356 -0.346498296 2.179363153 -0.845203713 -3.115555783 1.849286395 3.83880621 -1.373587612 -2.435060029 2.824219226 -1.811825723 -1.355029291 -2.711900668 18.39944541 3.432473432 0.785683903 -0.716846191 3.991819062 0.688891592 3.109187135 -0.644432354 -2.297738752 -0.125226449 -2.428435032 0.183555491 -4.481858877 -4.464649274 -1.705753848 3.61927605 3.562487685 3.403234371 2.303815727 5.929812569 -4.859582329 3.366895912 -4.001700928 1.095036545
This is the question and this is the link to the actual excel datahttps://docs.google.com/spreadsheets/d/1YmHd2oEfGdDGCc2yxYLZQOGbYEwnmolZLCXO6e5bQFM/edit?usp=sharing QUESTION 4 (6 + 1 = 7 marks) a) As your client is concerned about making a loss, test at a 5% level of significance whether an investment in Nike will generate an average positive return. Based on your data findings, what would you advise your client to do? b) Interpret the Type I Error in this context. Maximum file size: 500MB, maximum number of files: 1
Nike |
8.98391088 |
0.878816421 |
-3.493705175 |
-0.011446945 |
4.178466629 |
2.251710619 |
0.867476784 |
1.817476087 |
1.990504256 |
1.901334927 |
0.040273459 |
-3.233006578 |
-1.10549508 |
2.076561703 |
-1.876436693 |
1.005138734 |
-3.17520534 |
3.352170386 |
-4.151147546 |
-0.499858837 |
0.271993207 |
3.091621664 |
2.280754743 |
0.073153706 |
-1.141549822 |
6.240966336 |
-2.080727503 |
-0.220542197 |
0.310597482 |
-1.430597045 |
2.406117862 |
-0.168537145 |
1.633733299 |
2.449250752 |
-0.525287839 |
-2.678457101 |
0.626095253 |
1.700632797 |
2.615342596 |
2.941389044 |
0.145734797 |
0.589881218 |
2.041970654 |
0.168284002 |
1.954401309 |
-0.618116066 |
-0.131065422 |
-6.773805944 |
5.133975782 |
-2.529496509 |
2.176469328 |
2.847641214 |
8.294715258 |
0.167853885 |
-0.215865396 |
4.330972075 |
0.045944313 |
0.382345819 |
0.570760835 |
-7.826120557 |
8.484127438 |
1.258556792 |
-1.500079176 |
-4.671803628 |
1.992510277 |
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-1.082116882 |
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5.607681717 |
1.83908103 |
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4.99542441 |
5.398739999 |
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1.976394102 |
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-2.192006696 |
0.628645564 |
1.068572781 |
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0.16962784 |
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-1.646921102 |
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1.925560003 |
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0.462336047 |
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1.242207788 |
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3.367311357 |
11.00799613 |
-1.743953962 |
0.034512275 |
3.30678088 |
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1.840810701 |
-1.330764351 |
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-1.00691776 |
-1.854831039 |
3.149118023 |
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1.093302125 |
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3.998993471 |
5.321365586 |
-0.447750767 |
0.679792756 |
5.379509083 |
0.219398584 |
0.939609716 |
2.675287223 |
5.537133073 |
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-1.176105502 |
2.260424179 |
1.072675985 |
3.852465684 |
1.227367532 |
-1.212468681 |
-2.607339175 |
4.201225116 |
-0.205172323 |
-3.387143147 |
0.922371224 |
-0.589969258 |
-1.961166526 |
2.762051648 |
1.656884156 |
-0.445105871 |
-1.739928665 |
5.117185844 |
-2.121244499 |
0.483401566 |
4.136563148 |
1.295535199 |
0.703427419 |
3.177696088 |
1.247184088 |
-3.22933159 |
8.168596765 |
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1.169896653 |
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2.377506964 |
2.495933215 |
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3.895728685 |
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1.331441119 |
1.770434238 |
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5.637647382 |
0.1987016 |
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1.037400017 |
3.60120918 |
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1.403243549 |
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3.37468264 |
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6.292927215 |
0.819936631 |
0.866542473 |
2.33720901 |
-5.540934191 |
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0.703964583 |
3.533317751 |
0.321910914 |
0.160580755 |
3.946231671 |
0.790681038 |
2.215239766 |
1.597813897 |
0.343997599 |
-1.005824497 |
3.534423852 |
-2.420727548 |
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3.208608763 |
4.040348735 |
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-11.38053279 |
21.02215303 |
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3.531766011 |
-1.72765896 |
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5.592376266 |
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7.483857795 |
5.023673029 |
4.353240768 |
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-0.676337839 |
-2.227597357 |
4.95676495 |
-0.44801672 |
-1.760480482 |
2.208497201 |
-0.836551143 |
4.261920687 |
4.388829415 |
3.071746697 |
2.287974174 |
0.319201595 |
4.862061811 |
-2.871332378 |
8.016347609 |
1.921368018 |
3.369610451 |
-2.301423069 |
1.542719078 |
-7.92992757 |
7.087870979 |
-0.482148846 |
3.598321103 |
0.950512404 |
2.166299077 |
0.361244114 |
-0.094659712 |
3.098348075 |
-0.091836093 |
3.391329119 |
-3.92289961 |
-0.978319354 |
-4.221351595 |
8.271667523 |
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5.187435588 |
-2.1300369 |
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2.179363153 |
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1.849286395 |
3.83880621 |
-1.373587612 |
-2.435060029 |
2.824219226 |
-1.811825723 |
-1.355029291 |
-2.711900668 |
18.39944541 |
3.432473432 |
0.785683903 |
-0.716846191 |
3.991819062 |
0.688891592 |
3.109187135 |
-0.644432354 |
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0.183555491 |
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-1.705753848 |
3.61927605 |
3.562487685 |
3.403234371 |
2.303815727 |
5.929812569 |
-4.859582329 |
3.366895912 |
-4.001700928 |
1.095036545 |
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