Let y, and x, be, respectively, log aggregate investment and log GDP for time period t. Suppose that both Yt and Xt are I(1) variables. Their relationship is described by the linear regression y = a + Bxt + ut, where ut is an error term and a and are constant parameters. The relationship is if ut is I(1). O a. a spurious regression O b. a cointegration regression O c. a dynamically-complete regression O d. an AR(1) regression O e. None of the listed answers is correct