Exhibit 11-4

Multiple Choice

Exhibit 11-4.Consider the expected returns (in percent) from the two investment options.Beth claims that the variances of the returns for the two investments differ.Use the following data to arrive at the results. Refer to Exhibit 11-4.Test Beth's claim at the 5% significance level.What is the conclusion?

A) p-value = 0.7127 > α = 0.05;Beth's claim is correct.
B) p-value = 0.7127 > α = 0.05;Beth's claim is wrong.
C) p-value = 0.7127 < α = 0.05;Beth's claim is wrong.
D) p-value = 0.7127 < α = 0.05;Beth's claim is correct.