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categoryالرياضيات
schoolبكالوريوس
event_available2026-07-16
السؤال
Transcribed Image Text:
Rates of return (annualized) in two investment portfolios are compared over the last 12 quarters. They are considered similar in safety,
but portfolio B is advertised as being "less volatile." (a) At a = .025, does the sample show that portfolio A has significantly greater
variance in rates of return than portfolio B? (b) At a = .025, is there a significant difference in the means?
Portfolio A
5.23
Portfolio B
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
picture Click here for the Excel Data File
(a-1) Choose the appropriate hypotheses. Assume σA² is the variance of the Portfolio A and σg² is the variance of the Portfolio B.
Ho: A2/0B2s1 versus H₁: 02/0B2>10
HO: OA = 1 versus H₁: σA 2²/0B² #1
Ho: A2/0B221 versus HOA²/0B² <1
H₁:
(a-2) Specify the decision rule. (Round your answers to 2 decimal places.)
Reject the null hypothesis if Fcalc> 3.54
(a-3) Calculate the test statistic Frale (Round your answer to 2 decimal places.)
(a-2) Specify the decision rule. (Round your answers to 2 decimal places.)
Reject the null hypothesis if Fcalc>3.54
(a-3) Calculate the test statistic Fcalc- (Round your answer to 2 decimal places.)
Feals
9.86
(a-4) What is your conclusion?
We reject
the null hypothesis.
(b-1) Choose the appropriate hypotheses. Assume d= company assessed value - employee assessed value.
Ho: H1 H2O vs. H: H1-H20
Ho: H1-H220 vs. H1 H1-20
Ho HM-250 vs. 14: 19-12>0
(b-2) State the decision rule for .01 level of significance. (Round your answers to 3 decimal places. A negative value should be
indicated by a minus sign.)
Reject the null hypothesis if tcalc 0.632
or calc>0.49
(b-3) Find the test statistic tcalc- (Round your answer to 2 decimal places.)
tcalc
0.49
(b-4) What is your conclusion?
We fail to reject the null hypothesis.
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