Question: Suppose that a business person knows that the average difference in returns between investment 1 and investment 2 is normally distributed with a mean of

Suppose that a business person knows that the average difference in returns between investment 1 and investment 2 is normally distributed with a mean of $0 and standard deviation of $500. After a change in market conditions, she collects a sample learns that the mean of this sample is -$1,000. What can be said about the hypothesis that the distribution has remain unchanged?

Yes, they can reject the hypothesis.
No, they cannot reject the hypothesis,
The null hypothesis can be accepted.
Not enough information given.

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