能否请展示这题的计算过程

问题如下：

Hedge Fund has been in existence for two years. Its average monthly return has been 6% with a standard deviation of 5%. Hedge Fund has a stated objective of controlling volatility as measured by the standard deviation of monthly returns. You are asked to test the null hypothesis that the volatility of Hedge Fund’s monthly returns is equal to 4% versus the alternative hypothesis that the volatility is greater than 4%. Assuming that all monthly returns are independently and identically normally distributed, and using the tables below, what is the correct test to be used and what is the correct conclusion at the 2.5% level of significance?

选项：

A.

t-test; reject the null hypothesis

B.

Chi-square test; reject the null hypothesis

C.

t-test; do not reject the null hypothesis

D.

Chi-square test; do not reject the null hypothesis

解释：

Null Hypothesis:

Alternative Hypothesis:

Critical Region, reject the null if:

Therefore, you would not reject the null hypothesis. A chi-square test is a statistical hypothesis test whereby the sampling distribution of the test statistic is a chi-squared distribution when the null hypothesis is true.