standard deviation of the monthly percentage return for a mutual fund as a measure of the risk for the fund in such cases a fund

Question

standard deviation of the monthly percentage return for a mutual fund as a measure of the risk for the fund in such cases a fund that has a larger standard deviation is considered more risky than a fund with a lower standard deviation The standard deviation for a certain fund referred to as Fund A and the standard deviation for a second fund Fund B were recently reported to be 15 0 and 18 9 respectively Assume that each of these standard deviations is based on a sample of 60 months of returns Do the sample results support the conclusion that the Fund B has a larger population variance than Fund A Assume that a 0 05 State the null and alternative hypotheses H 2 02 02 2 H02022 2 Find the value of the test statistic Find the p value Round your answer to four decimal places p value State your conclusion Do not reject Ho We cannot conclude that the Fund B has a greater variance than Fund A Reject Ho We can conclude that the Fund B has a greater variance than Fund A Do not reject Ho We can conclude that the Fund B has a greater variance than Fund A Reject Ho We cannot conclude that the Fund B has a greater variance than Fund A Which fund is more risky

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