Where sp is the variance of change in price and si is the variance of change in index and n is the sample size , the results are as follows Tc (1 .344583 - -27 .1313 /[ ( 23 .03702 /24 ( 95170 .61 /24 )] ? Tc 0 .452145 From the Z tables at 5 level of test the value is less than the calculated value , because the critical value is less than the calculated value 0 .452145 we reject the null hypothesis that...











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