Based on 58 monthly observations, you calculate the correlation between the returns of the SP500 index and small cap index to be 0.262. What is the t-statistic for this observation, assuming the variables are normally distributed? (Bonus thinking questions: Use the T.INV0) spreadsheet function, with the appropriate degrees of freedom, to see if you can reject the null hypothesis of no correlation at the 5% level. Use T.DISTO function to calculate the p-value of your t-statistic.)