Could you teach me how to do the t test for the hypothesis that the systematic risk of AAPL (0.82)is no different from the market risk (a = .05)? with the confidence interval 0.95?
(number of AAPL return: 59)
h0: systematic risk of AAPL is equal to 0.05
ha: systematic risk of AAPL is not equal to 0.05
and then? I am struck.
Thank you