An analyst wants to determine whether the monthly returns on two stocks over the last year were the same or not. What test should she use if she is willing to assume that the returns are normally distributed（）
A. A paired comparisons test because the samples are not independent.
B. A difference in means test with pooled variances from the two samples.
C. An F-test with the greater mean in the numerator.
参考答案：A
解析：
A paired comparisons test must be used. The difference in means test requires that the samples he independent. Portfolio theory teaches us that returns on two stocks over the same time period are unlikely to be independent since both have some systematic risk. The F-test is used for testing a difference in variances, among other things.