Financial Risk Manager Part 1
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Using the prior 12 monthly returns, an analyst estimates the mean monthly return of stock XYZ to be -0.75% with a standard error of 2.70%. Using the t-table provided, the 95% confidence interval for the mean return is between:
Using the prior 12 monthly returns, an analyst estimates the mean monthly return of stock XYZ to be -0.75% with a standard error of 2.70%. Using the t-table provided, the 95% confidence interval for the mean return is between:
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-6.69% and 5.19%
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