$\text { A Two-Way ANOVA Summary Table is shown below. }$

question 69

Multiple Choice

$\text { A Two-Way ANOVA Summary Table is shown below. }$
$\begin{array}{lcccc}\text { Source } & \text { SS } & \text { d.f. } & \text { MS } & \text { F } \\\text { Factor A } & 16.29 & 2 & 8.14 & 4.79 \\\text { Factor B } & 4.79 & 2 & 2.40 & 1.41 \\\text { Interaction A x B } & 17.88 & 4 & 4.47 & 2.63 \\\text { Within (error) } & 61.20 & 36 & 1.7 & \\\text { Total } & 100.164 & 44 & &\end{array}$

$\text { The critical value for the } \mathrm{F} \text { test using } a=05 \text {, d.f. } \mathrm{N}_{1}=2 \text {, and d.f. } \mathrm{D}=36 \text { is } 3,26 \text {. Then: }$

• A) Only the null hypothesis concerning Factor A should be rejected
• B) Only the null hypothesis concerning Factor B should be rejected
• C) Only the null hypothesis concerning Factor A and the Interaction (AxB) effect should be rejected
• D) All of the null hypotheses should be accepted

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Definitions:

Mutual-Fund Performance

An assessment of how a mutual fund has achieved its investment objective over a set period, typically measured by changes in net asset value and investment returns.

Market Returns

The total return, including capital gains and dividends, from investing in financial markets over a specified period.

Historical Performance

Refers to the past financial results and operations of a company or investment, used to predict future performance.

Efficient-Market Hypothesis

The theory that all existing information is already reflected in stock prices, thus making it impossible to consistently achieve higher returns than the overall market through stock selection or market timing.