gursahejIntermediate
what will be the f-stat of this question. while calculating f critical, n is taken as 24 but in f stat calculation n is taken as 2
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The the degree of freedom for both the numerator and denominator is n-1 I.e 24-1=23 .we are taking 24(2*12) as the mean return are in monthly basis.
Now, Fstat= s1^2/s2^2 , as per the question
Fstat = 20.436/9.826= 2.0797 ( Both the variance of returns of numerator and denominator are of 2 year basis , as it is already mentioned in the model answer itself )