Abe is calculating a stock investment risk. If the hypothesis is H₀: $\beta$ $\ge$ 1 H_A: $\beta$

Question

Abe is calculating a stock investment risk. If the hypothesis is H₀: $\beta$ $\ge$ 1 H_A: $\beta$ < 1, and the p-value 0.027, and $\alpha$ = 0.05 is the investment riskier than the market? A) $\beta$ is equal to one, so the investment is less risky than the market. B) $\beta$ is more than one, so the investment is riskier than the market. C) $\beta$ is less than one, so the investment is less risky than the market. D) $\beta$ is less than one, so the investment is riskier than the market.

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The Answer of Abe is calculating a stock investment risk. If the hypothesis is H₀: $\beta$ $\ge$ 1 H_A: $\beta$ < 1, and the p-value 0.027, and $\alpha$ = 0.05 is the investment riskier than the market? A) $\beta$ is equal to one, so the investment is less risky than the market. B) $\beta$ is more than one, so the investment is riskier than the market. C) $\beta$ is less than one, so the investment is less risky than the market. D) $\beta$ is less than one, so the investment is riskier than the market.

Abe Is Calculating a Stock Investment Risk β\betaβ ≥\ge≥ 1 HA

Abe Is Calculating a Stock Investment Risk $\beta$ $\ge$ 1 H_A