Test the null hypothesis that the st. deviation of daily return is 2% against the alternative that the mean daily return is not 2%.
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Test the null hypothesis that the st. deviation of daily return is 2% against the alternative that the
![One-sample test of variance
Variable
8_KO
Obs
Ho: sd = 0.02
251
sd = sd (g_KO)
Ha: sd 0.02
Pr (C < c) = 0.0000
Mean
.0006892
Std. Err.
.0007089
Std. Dev. [99% Conf. Interval]
.0112317 -.0011509
c = chi2 =
degrees of freedom =
Ha: sd != 0.02
2*Pr (C < c) = 0.0000
.0025293
78.8438
250
Ha: sd
0.02
Pr (C> c) = 1.0000](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fa47f1f95-31bc-46cb-a1fd-9c13a8695f8e%2F57181c88-6f86-4cdc-b601-6c8e9a77b711%2Fevq55aa_processed.png&w=3840&q=75)
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