From the data in the table it shows the 2019 daily return data for the S&P 500 Index (stocks) and the US 30 year Bond (bonds). How do I test the hypothesis that mean daily return on stocks exceeds the...


From the data in the table it shows the 2019 daily return data for the S&P 500 Index (stocks) and the US 30 year Bond (bonds).


How do I test the hypothesis that mean daily return on stocks exceeds the mean daily return on bonds? Please show the steps.


S&P500 dailt returns data:




























































DatePriceDaily Return
2019-12-313230.780.294602%
2019-12-303221.29-0.578082%
2019-12-273240.020.003398%
2019-12-263239.910.512817%
2019-12-243223.38-0.019545%
2019-12-233224.010.086614%
2019-12-203221.220.494478%
2019-12-193205.370.445929%
2019-12-183191.14-0.043230%
2019-12-173192.520.033529%

US 30 Year Bond




























































DatePriceDaily Return
31-Dec-192.3892.32%
30-Dec-192.3350.78%
29-Dec-192.317-0.03%
27-Dec-192.318-0.16%
26-Dec-192.321-0.71%
25-Dec-192.3380.15%
24-Dec-192.334-0.83%
23-Dec-192.3540.31%
22-Dec-192.3460.12%
20-Dec-192.344-0.43%



Jun 01, 2022
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