If "well-specified" does not have a very special meaning in your course, than the answer is "yes"; it follows directly from e.g.

$\qquad\displaystyle \mathrm{REG} \subsetneq \mathrm{CFL} \subsetneq \Sigma^*$,

a result that was probably presented in the course.

If "well-specified" does not have a very special meaning in your course, than the answer is "yes"; it follows directly from e.g.

$\qquad\displaystyle \mathrm{REG} \subsetneq \mathrm{CFL} \subsetneq 2^{\Sigma^*}$,

a result that was probably presented in the course.