NO.PZ202309160100012701
问题如下:
The
bank analyst wants to test the null hypothesis that the beta of the portfolio
is 1.3 at a 5% significance level. According to the regression results, the
analyst would:
选项:
A.
Reject the null hypothesis
because the t-statistic is greater than 1.96
B.
Fail to reject the null
hypothesis because the t-statistic is greater than 1.96
C.
Reject the null hypothesis
because the p-value is greater than 5%
D.
Fail to reject the null
hypothesis because the p-value is greater than 5%
解释:
pvalue小于0.05拒绝原假设,所以显著,不对么?