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Suppose a mutual fund qualifies as having moderate risk if the standard deviation of its monthly...

Suppose a mutual fund qualifies as having moderate risk if the standard deviation of its monthly rate of return is less than 3 3​%. A​ mutual-fund rating agency randomly selects 26 26 months and determines the rate of return for a certain fund. The standard deviation of the rate of return is computed to be 2.55 2.55​%. Is there sufficient evidence to conclude that the fund has moderate risk at the alpha equals 0.01 α=0.01 level of​ significance? A normal probability plot indicates that the monthly rates of return are normally distributed.

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