Case Study 7.5.2 compared the volatility of Global Rock Funds’

Case Study 7.5.2 compared the volatility of Global Rock Funds’ return on investments to that of the benchmark Lipper fund. But can it be said that the returns themselves beat the benchmark? The table below gives the annual returns of the Global Rock Fund for the years 1989 to 2007 and the corresponding Lipper averages. Test the hypothesis that μD > 0 for these data at the 0.05 level of significance.
Case Study 7.5.2 compared the volatility of Global Rock Funds’

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