Paces of return (annualized) in two speculation portfolios are analyzed throughout the last 12 quarters. They are viewed as comparable in security, however portfolio B is promoted as being "less unstable." (a) At = .025, does the example show that portfolio A has essentially more prominent difference in paces of return than portfolio B? (b) At = .025, is there a critical distinction in the methods?

Portfolio A Portfolio B

5.23 8.96

10.91 8.60

12.49 7.61

4.17 6.60

5.54 7.77

8.68 7.06

7.89 7.68

9.82 7.62

9.62 8.71

4.93 8.97

11.66 7.71

11.49 9.91

Snap here for the Dominate Information Record

(a-1) Pick the proper speculations. Accept A2 is the fluctuation of the Portfolio An and B2 is the change of the Portfolio B.

various decision 1

H0: A2/B2 1 versus H1: A2/B2 > 1

H0: A2/B2 = 1 versus H1: A2/B2 1

H0: A2/B2 1 versus H1: A2/B2 < 1

(a-2)Specify the choice rule.(Round your responses to 2 decimal spots.)

Reject the invalid speculation ifFcalc> .

(a-3)Calculate the test statisticFcalc.(Round your response to 2 decimal spots.)

Fcalc

(a-4)What is your decision?

We

(Snap to choose)

reject

neglect to dismiss

the invalid speculation.

(b-1)Choose the proper speculations. Assumed= organization evaluated esteem - representative surveyed esteem.

H0: 1 - 2 = 0 versus H1: 1 - 2 0

(b-2)State the choice standard for .01 degree of significance.(Round your responses to 3 decimal spots. A negative worth ought to be shown by a short sign.)

^^^BD

Reject the invalid speculation iftcalc< ortcalc> .

(b-3)Find the test statistictcalc.(Round your response to 2 decimal spots.)

tcalc