2. Ho: The coefficient of BM is zero. Ha: The coefficient of BM is not zero. You test H0 using a t-test, with the test
statistic = 2.36. Probability(t-statistic > 2.36)-0.0091. Which of the following is correct?
(A) You can reject H0 at the 10% level, but no ot at the 5% level.
(B) You can reject H0 at both the 10% and 5% leve
(C) You can reject H0 at the 10%, 5% level, and 1% levels.
(D) You cannot reject H0 at the 10%, 5% level, or 1% level.
(E) None of the above choices(a)-(d).