2020 Mock C 上午 30题
During the past 36 months, the standard deviation of a portfolio’s monthly returns has been 4.9%. To test a claim that this portfolio’s investment strategy results in a standard deviation of monthly returns that is less than 5.0%, the value of the test statistic is closest to:
- 34.30.
- 33.61.
- 34.57.
B is correct.