Page 41 - FINAL CFA I SLIDES JUNE 2019 DAY 4
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Session Unit 3:
12. Hypothesis Testing
F-statistic 1.2805 < 1.94, we
fail to reject the null
hypothesis.
Earnings variances of the industries are not
significantly different from one another at a 5% SL.
So, placing them in your portfolio will not diversify your risk that
much?
