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Emile has calculated a one-tailedz-statistic of -1.97 and wants to see if it is significant at the 5% significance level. What is the critical value

Emile has calculated a one-tailedz-statistic of -1.97 and wants to see if it is significant at the 5% significance level.

What is the critical value for the 5% significance level? Answer choices are rounded to the hundredths place.

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