Date BIT CBA BHP TLS 6/15/2014 690 80.9812 33.5932 5.17 6/22/2014 665 81.031 34.

Question

Date BIT CBA BHP TLS 6/15/2014 690 80.9812 33.5932 5.17 6/22/2014 665 81.031 34.0324 5.26 6/29/2014 661.2 81.5084 35.107 5.34 7/6/2014 692.14 80.7923 35.1163 5.33 7/13/2014 614.12 80.832 35.8732 5.43 7/20/2014 600.84 81.8366 36.4432 5.45 7/27/2014 665.93 82.3737 35.8919 5.44 8/3/2014 687.76 79.6982 35.2658 5.39 8/10/2014 584.97 80.7624 36.4899 5.58 8/17/2014 543 80.1756 35.3219 5.71 8/24/2014 510.53 80.8818 34.266 5.56 8/31/2014 537.92 80.8619 33.3128 5.64 9/7/2014 562.43 79.7977 33.4437 5.54 9/14/2014 424.44 77.3907 33.154 5.41 9/21/2014 460.15 74.8544 31.9205 5.31 9/28/2014 353.36 76.237 31.2571 5.39 10/5/2014 481.64 74.3969 30.1918 5.29 10/12/2014 485.55 76.1275 31.2103 5.38 10/19/2014 449.98 78.3455 31.528 5.5 10/27/2014 419.9 80.0463 31.7336 5.63 11/3/2014 440.98 82.314 32.2289 5.77 11/10/2014 463.96 81.3294 31.0702 5.8 11/17/2014 448.09 79.6584 29.6218 5.65 11/24/2014 471.5 80.285 28.8929 5.69 12/1/2014 476 81.2001 28.4257 5.67 12/8/2014 419.55 81.2995 26.5942 5.7 12/15/2014 434.97 83.2589 27.0801 5.89 12/22/2014 443.46 84.4624 27.0708 5.91 12/29/2014 362.8 85.278 27.6034 5.97 1/5/2015 350.09 85.5763 27.2483 6.07 1/12/2015 290.02 83.1197 25.2766 6.22 1/19/2015 480.51 85.7653 27.4539 6.34 1/26/2015 289.48 88.8486 27.3418 6.5 2/2/2015 309.59 92.479 29.4816 6.59 2/9/2015 323.9 92.648 30.061 6.59 2/16/2015 323.5 89.7239 30.1825 6.61 2/23/2015 354.85 91.4247 31.444 6.37 3/2/2015 351.34 90.5991 30.5002 6.28 3/9/2015 405.86 90.8279 27.809 6.2 3/16/2015 349.82 95.8009 28.6593 6.37 3/23/2015 380 93.8316 28.7341 6.38 3/29/2015 320.56 93.8913 28.2388 6.32 4/5/2015 379.94 93.6227 28.1641 6.28 4/12/2015 365 91.5838 28.0052 6.14 4/19/2015 300 91.6037 29.9489 6.32 4/26/2015 324.68 88.4408 30.3694 6.24 5/3/2015 295.91 82.1947 29.248 6.17 5/10/2015 345.03 84.2933 30.36 6.2 5/17/2015 327.36 82.6621 29.25 6.2 5/24/2015 369.69 84.6315 29.59 6.22 5/31/2015 328.8 79.8573 27.9 6.01 6/7/2015 320.5 80.9812 27.9 6.03 6/14/2015 312.87 84.0148 28.41 6.13 6/21/2015 325.62 86.1831 27.5 6.2 6/28/2015 362.18 86.193 26.59 6.13 7/5/2015 443.58 85.3277 26.65 6.21 7/12/2015 412.15 87.5059 27.1 6.42 7/19/2015 401.96 85.3476 25.27 6.36 7/26/2015 415 87.0882 26.45 6.49 8/2/2015 362.04 80.8619 25.93 6.29 8/9/2015 329.08 81.6775 25.32 6.08 8/16/2015 357.53 75.59 24.1 6.07 8/23/2015 320.4 76.36 25.49 5.82 8/30/2015 349.46 72.15 24.69 5.61 9/6/2015 330.8 75.13 23.71 5.55 9/13/2015 323.27 75.83 24.46 5.65 9/20/2015 346.48 71.44 22.93 5.67 9/27/2015 350.66 73.39 22.6 5.62 10/4/2015 339.59 75.53 25.6 5.64 10/11/2015 373.53 76.55 25 5.44 10/18/2015 400.01 77.35 24.59 5.58 10/26/2015 477.69 76.73 23.02 5.4 11/2/2015 551.39 76.59 22.7 5.31 11/9/2015 471.79 75.76 20.23 5.14 11/16/2015 476.89 79.83 20.5 5.41 11/23/2015 518.39 80.12 18.77 5.4 11/30/2015 540.58 80.22 17.93 5.41 12/7/2015 605.46 78.95 17.2 5.2 12/14/2015 616.24 81.57 16.87 5.48 12/21/2015 581.21 83.32 18.34 5.46 12/28/2015 582.38 85.53 17.86 5.61 1/4/2016 642.2 79.42 16.35 5.3 1/11/2016 554.28 78.88 15.07 5.33 1/18/2016 573.92 76.56 15.26 5.54 1/25/2016 532.58 78.67 15.35 5.63 2/1/2016 529.39 76.6 16.2 5.65 2/8/2016 567.05 73.33 15.09 5.57 2/15/2016 609.61 73.43 16.61 5.28 2/22/2016 606.68 70.72 15.59 5.27 2/29/2016 548.07 75.74 17.67 5.13 3/7/2016 543.69 76.37 17.61 5.16 3/14/2016 584.58 78.16 18.1 5.22 3/21/2016 589.97 74.82 17 5.25 3/27/2016 585.82 72.99 16.97 5.26 4/3/2016 555.66 70.76 16.18 5.16 4/10/2016 574.93 75 19.28 5.24 4/17/2016 616.19 75.04 20.36 5.4 4/24/2016 588.28 73.89 20.68 5.36 5/1/2016 655.87 74.35 18.46 5.6 5/8/2016 642.67 77.39 18.2 5.68 5/15/2016 612.75 78.12 18.85 5.66 5/22/2016 701.27 78.9 19.37 5.67 5/29/2016 788.69 75.75 18.53 5.59 6/5/2016 903.09 75.49 18.8 5.46 6/12/2016 1053.05 72.03 18.08 5.31 6/19/2016 905.65 72.57 17.54 5.35 6/26/2016 897.08 73.83 19.09 5.58 7/3/2016 871.54 72.41 19.05 5.59 7/10/2016 895.01 75.94 20.37 5.75 7/17/2016 893.52 77.14 19.3 5.8 7/24/2016 823.18 77.35 19.52 5.77 7/31/2016 787.93 76.15 20.03 5.66 8/7/2016 750.5 76.01 20.68 5.45 8/14/2016 760 73.45 21.29 5.48 8/21/2016 770 73.26 20.88 5.3 8/28/2016 815.6 70.91 19.85 5.12 9/4/2016 814 70.87 20.78 5.06 9/11/2016 834.99 72.24 20.09 5.1 9/18/2016 786.2 73.4 21.53 5.19 9/25/2016 819.42 72.4 22.38 5.18 10/2/2016 815.57 74.38 23.3 5.01 10/9/2016 854 74.58 22.54 5.08 10/16/2016 861.02 74.9 23.04 5.04 10/23/2016 925 72.75 22.98 4.95 10/31/2016 925.83 70.99 22.27 4.9 11/7/2016 931.9 75.78 24.94 4.72 11/14/2016 1000.52 76.86 24.1 4.93 11/21/2016 1002.97 78.17 26.5 5.03 11/28/2016 1024.27 78.6 25.02 4.95 12/5/2016 1075.2 80.67 25.98 4.99 12/12/2016 1106.2 81.06 25 4.91 12/19/2016 1235.94 82.5 24.63 5.04 12/26/2016 1381.4 82.41 25.06 5.1 1/2/2017 1244.41 84.13 25.5 5.26 1/9/2017 1095.16 83.86 26.33 5.22 1/16/2017 1223.2 81.58 26.35 5.14 1/23/2017 1238.34 82.98 27.52 5.11 1/30/2017 1347.74 81.68 26.2 5.08 2/6/2017 1341.48 82.9 25.88 5.16 2/13/2017 1375.95 85.39 26.64 4.84 2/20/2017 1553.46 83.02 25.06 4.81 2/27/2017 1690.27 83.2 25.34 4.59 3/6/2017 1649.1 84.5 23.67 4.64 3/13/2017 1362.27 84.77 24.84 4.76 3/20/2017 1277.61 83.38 24.26 4.59 3/26/2017 1472.88 85.91 24.04 4.66 4/2/2017 1612.83 84.77 24.59 4.56 4/9/2017 1588.75 86.25 24.31 4.16 4/16/2017 1683.46 85.64 24.04 4.23 4/23/2017 1781.71 87.4 23.72 4.22 4/30/2017 2196.67 84.4 22.62 4.4 5/7/2017 2595.07 81.67 23.75 4.36 5/14/2017 2860.85 80.23 24.28 4.43 5/21/2017 3094.79 80.14 24.01 4.48 5/28/2017 3493.27 80.38 24.07 4.49 6/4/2017 3889.46 79.19 23.54 4.37 6/11/2017 3588.86 81.86 22.99 4.38 6/18/2017 3503.31 81.25 22.41 4.35 6/25/2017 3342.76 82.81 23.28 4.3 7/2/2017 3415.51 82.13 24.59 4.32 7/9/2017 2510 83.12 25.13 4.3 7/16/2017 3541.5 83.97 24.49 4.1 7/23/2017 3529.74 83.76 25.33 4.11 7/30/2017 4060.53 80.72 25.72 4.07 8/6/2017 5318.14 80.5 25.55 4.15 8/13/2017 5298.76 79.09 25.39 3.9 8/20/2017 5620 77.72 26.68 3.92 8/27/2017 6018.4 75.48 27.42 3.67 9/3/2017 5319.46 73.24 27.29 3.7 9/10/2017 4593.05 76.28 26.26 3.65 9/17/2017 4625.38 76.62 25.95 3.58 9/24/2017 5565.36 75.25 25.78 3.49 10/1/2017 5887.35 76.3 26.61 3.44 10/8/2017 7226.76 76.66 26.36 3.52 10/15/2017 7713.93 78.97 26.68 3.52 10/22/2017 8018.65 78.24 26.59 3.55 10/30/2017 9692.39 77.79 27.69 3.5 11/6/2017 7924.89 80.85 28.07 3.46 11/13/2017 10693.55 80.92 27.12 3.45 11/20/2017 12297.99 80.57 27.97 3.48 11/27/2017 15024.19 79.17 27.58 3.42 12/4/2017 21184.87 79.62 27.17 3.69 12/11/2017 25986.55 79.94 27.71 3.69 12/18/2017 18939.79 80.39 29.1 3.66 12/25/2017 19050.74 80.34 29.57 3.63 1/1/2018 22862.21 81.16 30.58 3.73 1/8/2018 19041.51 80.88 31.53 3.74 1/15/2018 15148.37 79.83 30.69 3.57 1/22/2018 14445.12 78.65 30.85 3.56 1/29/2018 10225.82 80.79 30.81 3.67 2/5/2018 10382.72 76.25 29.13 3.49 2/12/2018 13338.45 74.02 31.52 3.43 2/19/2018 12300.72 75.46 30.68 3.48 2/26/2018 14763.94 75.73 29.63 3.27 3/5/2018 12143.73 76.87 28.32 3.44 3/12/2018 10646.88 75.34 29.16 3.35 3/19/2018 11039.19 72.81 28.77 3.22 3/25/2018 8835.98 72.31 28.21 3.14 4/1/2018 9130.39 73.49 28.64 3.1 4/8/2018 10654.32 73.16 29.73 3.1 4/15/2018 11357.21 72.06 30.86 3.08 4/22/2018 12432.76 71.54 31.11 3.15 4/29/2018 12682.62 72.76 31.49 3.24 5/6/2018 11560.03 70.53 33.16 3.2 5/13/2018 11318.46 70.5 34.08 2.85 5/20/2018 9752.02 69.87 33.07 2.87 5/27/2018 10233.1 68.7 33.08 2.78 6/3/2018 8956.31 69.37 34.07 2.77 6/10/2018 8717.19 68.98 33.56 2.94 6/17/2018 9008.23 69.88 32.36 2.77 1·Construct a 95% confidence interval of the return to Bitcoin, and interpret the interval. How does your interval ,, helot confidence is 90% and 95% respectively, 2·Construct a 95% confidence interval of the return to BHP, CBA, and TLS respectively. 3.An investment advisor claimed that the return to Bitcoin is 4% while the returns to other three shares are no different from zero. Do you agree? Justify your reasoning using a two-tailed hypothesis test approach at the significance level of 5%.

Explanation / Answer

We use Minitab to solve this question -

Welcome to Minitab, press F1 for help.

MTB > OneT 'BIT';
SUBC>   Confidence 95.0;
SUBC>   Alternative 0.

One-Sample T: BIT

Variable    N Mean StDev    SE Mean     95% CI
BIT       210 3138     4884    337 (2474, 3803)

MTB > OneT 'BIT';
SUBC>   Confidence 90.0;
SUBC>   Alternative 0.

One-Sample T: BIT

Variable    N    Mean StDev    SE Mean      90% CI
BIT       210 3138    4884       337    (2582, 3695)

MTB > OneT 'BHP' 'CBA' 'TLS';
SUBC>   Confidence 95.0;
SUBC>   Alternative 0.

One-Sample T: BHP, CBA, TLS

Variable    N   Mean     StDev    SE Mean      95% CI
BHP       210 25.801 5.070      0.350 (25.111, 26.491)
CBA       210 79.383    5.463 0.377          (78.640, 80.126)
TLS       210    4.9832 0.9975    0.0688 (4.8475, 5.1189)

____________________________________________________________________________________

Q1)
The 95% confidence interval for Bitcoin(BIT) is (2474 , 3803) and 90 % confidence interval for Bitcoin(BIT) is (2582 , 3695).
Observe that as level of the confidence increase i.e. from 90 % to 95 % , the width of confidence interval decreases.
Q2)
The 95% confidence interval for BHP, CBA & TLS is,(25.111, 26.491), (78.640,80.126) & (4.8475, 5.1189) respectively.

Related Questions

Navigate

• Browse (All)
• Browse D
• Subjects

---

---

Integrity-first tutoring: explanations and feedback only — we do not complete graded work. Learn more.