(See Steps) A sample of moderately aggressive stocks was followed over a six-month period. The data are displayed below as percentages. Returns: -2 -29
Question: A sample of moderately aggressive stocks was followed over a six-month period. The data are displayed below as percentages.
Returns:
-2 -29 18 -25 -30 -58 -6 -56
- Perform a Wilcoxon test manually to see if the median return is indeed negative. Use the .05 level of significance.
- Use the large-sample version of the Wilcoxon test to calculate a z-statistic for your result. What is the p-value?
- Do the test on Minitab. How do the Minitab results support the earlier results in (a) and (b)?
Deliverable: Word Document 
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