For the data in the accompanying table, the efficiency ratio (%), X,, and total risk-based capital (%), X2, were used to predict return on assets (ROA) for 200 banks, resulting in the equation Y; = - 0.217 + 0.011X,; + 0.044X2;. Develop a regression model to predict ROA that includes efficiency ratio, total risk-based capital, and the interaction of efficiency ratio and total risk-based capital. Complete parts (a) and (b) below. Click the icon to view the data table. a. At the 0.10 level of significance, is there evidence that the interaction term makes a significant contribution to the model? Let X, be the interaction of X, and X2, defined as X, = X, x X2, and By be the slope of Y with variable X3. Determine the null and alternative hypotheses to test. Choose the correct hypotheses below. A. Ho: Ba = 0 O B. Ho: Ba SO Hy: Bg # 0 Hy: B3 >0 O C. Ho: Bg 20 OD. Ho: Ba #0 Hy: Bg