IFMP Financial Analysts Certification Level 2, Pakistan

Practice session

In a sample of n = 36 monthly excess returns, the sample mean is 0.80% and the sample standard deviation is 2.40%. For a two-tailed test of H0: μ = 0 at the 5% significance level (critical |t| ≈ 2.03 for df = 35), the test statistic is closest to:

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