Statistical procedure

Objective

α

Result

Hypothesis test B3

The difference between the Bid-MV and MV returns rates is equal to zero (0)

1%

There was evidence of µ_Bid-MV = µ_MV

Hypothesis test B3

The difference between the Bid-MV and MV standard deviations (risk) is equal to 0.3%

1%

There was evidence of σ_Bid-MV = σ_MV

Hypothesis test NYSE

The difference between the Bid-MV and MV returns rates is equal to zero

1%

There was evidence of µ_Bid-MV = µ_MV

Hypothesis test NYSE

The difference between the Bid-MV and MV standard deviation (risk) is equal to zero (0)

1%

There was evidence of σ_Bid-MV = σ_MV