Question: The analyst Smith would like to conduct a test for the Sharpe Ratio of US equity funds over a time period if the mean of

The analyst Smith would like to conduct a test for the Sharpe Ratio of US equity funds over a time period if the mean of the Sharpe Ratios of equity funds is greater than the value of one. Smith collects 20funds of monthly returns over two years.Which of the following statements is CORRECT?

This is a left tail test with large sample.

This is a right tail test with small sample.

This is a left tail test with small sample.

This is a right tail test with large sample.

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