NO.PZ202212300100014002
问题如下：
Based on Exhibit 2, Vasileva should reject the null hypothesis that:
选项：
A.the slope is less than or equal to 0.15.
B.the intercept is less than or equal to zero.
C.crude oil returns do not explain Amtex share returns.
解释：
Crude oil returns explain the Amtex share returns if the slope coefficient is statistically different from zero. The slope coefficient is 0.2354, and the calculated t-statistic is
t=(0.2354-0.0000)/0.0760=3.0974,
which is outside the bounds of the critical values of ±2.728.
Therefore, Vasileva should reject the null hypothesis that crude oil returns do not explain Amtex share returns, because the slope coefficient is statistically different from zero.
A is incorrect because the calculated t-statistic for testing the slope against 0.15 is t=(0.2354-0.1500)/0.0760=1.1237,which is less than the critical value of +2.441.
B is incorrect because the calculated t-statistic is t=(0.0095-0.0000)/0.0078=1.2179, which is less than the critical value of +2.441.
这里是mean hypo test还是variance hypo test呀？
对应哪个assumption和哪个test的公式？我都看不出来
