The data below show the monthly stock returns for TESLA (TSLA) from Jan 2015 to Sep 2017 (33 months). Assume that stock returns are normally distributed with a population standard deviation of 4%. The sample mean is, X=2.08%X=2.08%.

-8.46

-0.13

-7.17

19.75

10.95

6.96

-0.79

-6.42

-0.26

-16.69

11.27

4.23

-20.34

0.38

19.72

4.78

-7.28

-4.91

10.6

-9.7

-3.76

-3.09

-4.21

12.82

17.9

-0.77

11.32

12.85

8.58

6.04

-10.55

10.03

5.06

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 DATE 2015M01 2015M02 2015M03 2015M04 2015M05 2015M06 2015M07 2015M08 2015M09 2015M10 2015M11 2015M12 2016M01 2016M02 2016M03 2016M04 2016M05 2016M06 2016M07 2016M08 2016M09 2016M10 2016M11 2016M12 2017M01 2017M02 2017M03 2017M04 2017M05 2017M06 2017M07 2017M08 2017M09 RET TSLA -8.46 -0.13 -7.17 19.75 10.95 6.96 -0.79 -6.42 -0.26 -16.69 11.27 4.23 -20.34 0.38 19.72 4.78 -7.28 -4.91 10.6 -9.7 -3.76 -3.09 -4.21 12.82 17.9 -0.77 11.32 12.85 8.58 6.04 -10.55 10.03 5.06 State the null and the alternative hypotheses in order to test whether or not the monthly stock returns differs from 5%. a. Ho : u > 5%; H1 : j 5% C. Ho : j