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A mutual fund produces the following log-returns in the first full trading week of 2020 (multipli...

Question

A mutual fund produces the following log-returns in the first full trading week of 2020 (multipli...

A mutual fund produces the following log-returns in the first full trading week of 2020 (multiplied by 100 to make it easier

A mutual fund produces the following log-returns in the first full trading week of 2020 (multiplied by 100 to make it easier to work with the data, but you can ignore that): 0.1, 0.5, 0.0, 0.1, 0.3. Compute the realized value of the Kolmogorov-Smirnov test statistic for the null hypothesis that the log-returns are standard uniform.

Answers

CHven N-s Hypothysis. VIS Hthe log returms dre not stondere Ho the lose retrns dre stawclar Uniform 달시 kurtosis 187s Farmed FThe vwue of Kolmogforov- Smirnor Test of Normelrty D = 0.31192 Hence we concluee thct Th loa retins cre not stamdaye unifor


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