Suppose a mutual fund qualifies as having moderate risk if the standard deviation of its monthly rate of return is less
than 4%. A mutual-fund rating agency randomly selects 25 months and determines the rate of return for a certain fund.
The standard deviation of the rate of return is computed to be 2.81%. Is there sufficient evidence to conclude that the
fund has moderate risk at the x = 0.05 level of significance? A normal probability plot indicates that the monthly rates of
return are normally distributed.