NO.PZ2022071202000085
问题如下:
Question A small-cap growth fund’s monthly returns for the past 36 months have been consistently outperforming its benchmark. An analyst is determining whether the standard deviation of monthly returns is greater than 6%. Which of the following best describes the hypothesis to be tested?选项:
A.H0: σ2 ≤ 0.36% B.Ha: σ2 > 6% C.H0: σ2 ≥ 0.36%解释:
SolutionA is correct. This is a one-tailed hypothesis testing with a “greater than” alternative hypothesis. A squared standard deviation is being used to obtain a test of variance. The hypotheses are H0: σ2 ≤ 0.36% versus Ha: σ2 > 0.36%.
B is incorrect as explained in choice A.
C is incorrect as explained in choice A
这里的0.36%是怎么来的