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You are investigating whether the population variance of returns on an index changed subsequent to a market disruption. You gather the following data for 90
You are investigating whether the population variance of returns on an index changed subsequent to a market disruption. You gather the following data for 90 months of returns before the disruption and for 90 months of returns after the disruption. You have specified a 0.05 level of significance. Perform the test consistent with a research goal dearly specifying hypothesis, test statistics, critical value and drawing a rejection region. (: 10) N Time period Average monthly Standard deviation return of return 1.54 3.21 1.67 4.56 Before disruption 90 After disruption 90 Beeste OTEET You are investigating whether the population variance of returns on an index changed subsequent to a market disruption. You gather the following data for 90 months of returns before the disruption and for 90 months of returns after the disruption. You have specified a 0.05 level of significance. Perform the test consistent with a research goal dearly specifying hypothesis, test statistics, critical value and drawing a rejection region. (: 10) N Time period Average monthly Standard deviation return of return 1.54 3.21 1.67 4.56 Before disruption 90 After disruption 90 Beeste OTEET
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