FRM 定量分析习题测评(一):For a sample of the past 30 monthly stock re

For a sample of the past 30 monthly stock returns for McCreary,Inc.,the mean return is 4%and the sample standard deviation is 20%.Since the population variance is unknown,the standard error of the sample is estimated to be:
The related Hable values are percentile oft-distribution valuewith idegrees of freedom):
What is the 95%confidence interval for the mean monthly return?

A.[-3.453%,11.453%]
 
B.[-2.201%,10.201%]
 
C.[-2.194%,10.194%]
 
D.[-3.464%,11.464%]


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1.Answer:D
 
Explanation:Here the t-reliability factor is used since the population variance is unknown.
 
Since there are 30 observations,the degrees of freedom are 30-1=29.The t-test
 
is a two tailed test.So the correct critical t-value is t29,25=2.045,thus the 95%confidence interval for the mean return is:

 
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