Question: Answer to the following questions using the data set (Portfolio_hw). You can download this data set from Sogang cyber campus (1) Calculate sample correlation coefficient

Answer to the following questions using the data set (Portfolio_hw). You can download this data set from Sogang cyber campus (1) Calculate sample correlation coefficient ( r ) for the returns between this year and last year using computer software (ex. MS-Excel: =correl). (2) Under the assumption that two variables (this year and last year returns) are from normal distributions, carry out test 0 H : 0 vs. 1 H : 0 at level 5%.

Last Year This Year
11.9 15.4
19.5 26.7
11.2 18.2
14.1 16.7
14.2 13.2
5.2 16.4
20.7 21.1
11.3 12.0
-1.1 12.1
3.9 7.4
12.9 11.5
12.4 23.0
12.5 12.7
2.7 15.1
8.8 18.7
7.2 9.9
5.9 18.9

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