If an investment analysis would like to test if two portfolios have the same volatility, which...

If an investment analysis would like to test if two portfolios have the same volatility, which test can be used?

a.) F test

b.) Z test

c.) T test

d.) Chisq test

Expert Solution

F test

Option A is correct

F test finds the equality of variances between two assets

jeff jeffy answered 2 years ago

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