Exercise 20-43 Algo You are interested in whether the returns on Asset A (in %) are negatively correlated with the returns on Asset B (in %). You collect six years of annual return data on the two assets. Click here for the Excel Data File a. Specify the competing hypotheses to determine whether the Spearman rank correlation coefficient is less than zero. ON 0 HA < 0 Oo¹0: A => 0 Not Q 01 MA¹ 0₂ 0 b-1. Calculate the Spearman rank correlation coefficient rg (Negative values should appear with a minus sign. Round final answer to 3 decimal places.) Rank correlation coefficient b-2. Interpret the Spearman rank correlation coefficient r Weak negative relationship. b-2. Interpret the Spearman rank correlation coefficient r Weak negative relationship. O Strong negative relationship. Strong positive relationship. O Weak positive relationship. c. The p-value for the test is found to be equal to 0.042. At the 1% significance level, are the returns negatively correlated? O Yes, since we do not reject Mg- O No, since we reject #g- O Yes, since we reject - O No, since we do not reject #g 2 1 2 3 F Ln Asset A -18% 16 7 [6 Up