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Using significance level = 0.05 and an appropriate confidence interval, test if a 0.1 increase in 2019 log return is associated with less than a

Using significance level = 0.05 and an appropriate confidence interval, test if a 0.1 increase in 2019 log return is associated with less than a 0.075 increase in average 2020 log return. Write down the hypotheses, the test statistic, the test decision, and conclusion Actual data:

index log_return_2019 log_return_2020 marketCap
CAC40 0.0658298 0.02685495 75400000000.00
CAC40 0.191471509 -0.162364339 91300000000.00
CAC40 0.078215611 0.042858032 10100000000.00
CAC40 0.124351096 -0.109544955 65000000000.00
CAC40 0.126558504 -0.088352981 79400000000.00
CAC40 0.082310988 -0.051424894 11800000000.00
CAC40 0.098508145 0.066091378 31800000000.00
CAC40 0.001163548 -0.027583524 12000000000.00
CAC40 0.136918851 -0.097750874 35100000000.00
CAC40 0.079698732 -0.138185201 32400000000.00
CAC40 0.150207063 0.054514525 49800000000.00
CAC40 0.060584759 -0.060758136 32000000000.00
CAC40 0.089734071 -0.027219306 76100000000.00
CAC40 0.180685145 0.142611257 13000000000.00
CAC40 0.138042036 0.120680572 179000000000.00
CAC40 0.152828954 0.006774492 69000000000.00
CAC40 0.117975957 0.070877066 208000000000.00
CAC40 0.168328919 0.002147028 23200000000.00
CAC40 0.205253849 0.09112579 406000000000.00
CAC40 0.099805662 -0.016842314 21000000000.00
CAC40 -0.032976034 -0.12964248 26400000000.00
CAC40 0.046242101 -0.007142234 48100000000.00
CAC40 -0.093713172 0.004282993 18800000000.00
CAC40 -0.11168817 -0.071709089 12300000000.00
CAC40 0.115935579 -0.074505455 55400000000.00
CAC40 0.09743087 0.011738403 27000000000.00
CAC40 0.073538595 -0.056430237 110000000000.00
CAC40 0.185301286 0.111563662 84400000000.00
CAC40 0.047214656 -0.260561207 22000000000.00
CAC40 0.283279487 0.101487859 41400000000.00
CAC40 0.19237409 0.096190247 15200000000.00
CAC40 -0.042364563 -0.091753782 27000000000.00
CAC40 0.027511178 -0.144190414 151000000000.00
CAC40 0.12074613 -0.073684444 19300000000.00
CAC40 0.138182098 -0.085224251 60700000000.00
CAC40 0.083984595 0.009318545 9950000000.00
CAC40 0.175060907 0.09780311 11400000000.00
DJIA -0.033438332 -0.004031248 63400000000.00
DJIA 0.115950427 -0.012672225 135000000000.00
DJIA 0.092844156 -0.020566434 128000000000.00
DJIA 0.269888145 0.257068197 2480000000000.00
DJIA 0.00436805 -0.182362253 130000000000.00
DJIA 0.065278633 0.090797458 129000000000.00
DJIA 0.044434114 -0.154423456 327000000000.00
DJIA 0.044090459 -0.030086126 199000000000.00
DJIA 0.067797644 -0.004020166 258000000000.00
DJIA 0.120249759 0.097851837 195000000000.00
DJIA 0.138749138 0.059530959 127000000000.00
DJIA 0.104139138 0.085047893 327000000000.00
DJIA 0.127004717 0.079794217 136000000000.00
DJIA 0.071585913 -0.027277221 123000000000.00
DJIA 0.105613587 -0.079660423 119000000000.00
DJIA 0.053207949 0.032983586 417000000000.00
DJIA 0.154723939 -0.040219726 422000000000.00
DJIA 0.046439307 0.035780325 195000000000.00
DJIA 0.075652662 -0.046049602 273000000000.00
DJIA 0.191066234 0.149342148 2010000000000.00
DJIA 0.135599727 0.145012052 199000000000.00
DJIA 0.133152437 0.046889553 329000000000.00
DJIA 0.074601904 0.136161202 171000000000.00
DJIA 0.058286505 0.010712258 43400000000.00
DJIA 0.071909215 0.076593187 459000000000.00
DJIA 0.038277531 -0.019160511 170000000000.00
DJIA 0.153550278 0.065981578 474000000000.00
DJIA -0.064053964 -0.169802307 31600000000.00
DJIA 0.105779763 0.083851999 396000000000.00
FTSE 0.152198143 0.023106235 16300000000.00
FTSE 0.106495745 -0.06683649 4730000000.00
FTSE 0.052306108 0.099871666 6660000000.00
FTSE 0.094567966 0.047562486 43100000000.00
FTSE 0.068401949 0.196238639 16800000000.00
FTSE 0.168688553 0.153568631 25100000000.00
FTSE 0.104370766 -0.059762728 15200000000.00
FTSE 0.112353417 -0.016465092 179000000000.00
FTSE 0.11640447 0.00102135 5770000000.00
FTSE 0.047292985 -0.109752391 12500000000.00
FTSE 0.162881561 0.100458047 4880000000.00
FTSE 0.08989279 -0.062763472 27700000000.00
FTSE 0.076808817 -0.088032141 27400000000.00
FTSE 0.20769466 -0.0470132 4790000000.00
FTSE 0.043075325 -0.183258134 4070000000.00
FTSE 0.14509246 -0.010585368 4620000000.00
FTSE -0.021864076 -0.267374364 109000000000.00
FTSE 0.111464133 -0.076755483 71100000000.00
FTSE 0.078474786 -0.116056061 4140000000.00
FTSE -0.059645023 0.073003424 10400000000.00
FTSE 0.103983972 -0.090676865 9790000000.00
FTSE -0.17916048 -0.282465554 5820000000.00
FTSE 0.019566889 -0.033058173 7640000000.00
FTSE 0.058977851 -0.141965936 33600000000.00
FTSE 0.154792556 0.001638216 4790000000.00
FTSE 0.166979131 0.002278269 30200000000.00
FTSE 0.038560386 0.110010673 9640000000.00
FTSE 0.038779163 -0.101681271 4580000000.00
FTSE 0.058836022 -0.046127046 80900000000.00
FTSE 0.117890629 0.107871015 8060000000.00
FTSE 0.126985715 0.036695209 27600000000.00
FTSE 0.15873931 0.214345198 23000000000.00
FTSE 0.285222193 -0.006872498 3720000000.00
FTSE -0.128182804 0.246570572 5810000000.00
FTSE -0.092700851 -0.004358275 66600000000.00
FTSE 0.076640052 -0.122423427 59300000000.00
FTSE 0.190701279 0.063473121 8460000000.00
FTSE 0.019744072 -0.103411134 4190000000.00
FTSE -0.056273008 -0.156123616 3910000000.00
FTSE -0.038588791 -0.193781051 122000000000.00
FTSE 0.089612538 -0.045498134 10400000000.00
FTSE -0.104419876 -0.085359506 21000000000.00
FTSE 0.133502404 -0.19340848 9800000000.00
FTSE 0.004891554 -0.592303229 8320000000.00
FTSE 0.086063083 -0.015409636 7270000000.00
FTSE 0.380356486 0.011565492 9390000000.00
FTSE 0.029538901 -0.091830053 4130000000.00
FTSE 0.019441638 0.095546938 5790000000.00
FTSE 0.090163134 -0.167104177 5180000000.00
FTSE 0.117830655 -0.056234583 15400000000.00
FTSE 0.081131281 -0.23430165 36100000000.00
FTSE 0.280561795 0.065326684 43100000000.00
FTSE 0.165945725 -0.129850173 6180000000.00
FTSE 0.035467139 -0.013184081 7220000000.00
FTSE 0.091902938 -0.038093894 38700000000.00
FTSE 0.044895964 -0.15635125 29000000000.00
FTSE 0.24513164 0.004187786 8800000000.00
FTSE 0.209243447 0.252395637 4700000000.00
FTSE -0.168248566 0.028624874 6800000000.00
FTSE 0.14500149 0.011450379 4630000000.00
FTSE 0.014320351 -0.031700774 35900000000.00
FTSE 0.008298416 0.0283209 41300000000.00
FTSE 0.071433227 -0.026549814 46900000000.00
FTSE 0.128210659 0.051131214 9370000000.00
FTSE 0.166080141 0.011632371 4950000000.00
FTSE 0.081793112 0.084485397 97900000000.00
FTSE -0.084530259 -0.788247843 9370000000.00
FTSE 0.095318385 -0.109558807 8360000000.00
FTSE -0.061706914 -0.008392408 6220000000.00
FTSE 0.135042125 0.000390595 6650000000.00
FTSE 0.183069002 0.023735774 10000000000.00
FTSE 0.141541713 -0.040892202 7020000000.00
FTSE -0.013864189 -0.236069776 185000000000.00
FTSE 0.10845064 -0.010989582 4810000000.00
FTSE 0.092300723 -0.04972291 6500000000.00
FTSE 0.097502914 -0.084067043 10100000000.00
FTSE 0.153717168 0.103984455 8920000000.00
FTSE 0.123883366 0.018181386 18900000000.00
FTSE 0.067892742 -0.184431212 21200000000.00
FTSE 0.091167535 -0.011717984 6860000000.00
FTSE 0.152119977 -0.066871949 4260000000.00
FTSE 0.127898556 -0.042517344 18700000000.00
FTSE 0.024855902 0.00412313 109000000000.00
FTSE 0.10770006 -0.022872847 7170000000.00
FTSE 0.194035494 -0.081254276 4000000000.00
FTSE -0.017799798 -0.084037715 27500000000.00
FTSE 0.065558448 0.119910828 4870000000.00
FTSE 0.024612749 -0.194021708 6350000000.00
FTSE 0.100282614 -0.124870871 11000000000.00

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