Question 9 1 pts During a 15-year period, the standard deviation of annual returns on a portfolio was 6% a year. You want to study if this data is sufficient evidence to support the conclusion that the portfolio's underlying variance was less than .005. To test the hypothesis with 5% level of significance, which one of the following is correct? HO: 02 S 0.005 versus HA: 02 > 0.005, one-tailed 2 test with df = 14, the test-stat is 10.08, reject the null hypothesis. HO: 02 = 0.005 versus HA: 02 +0.005, two-tailed X2 test with df = 14, the test-stat is 11.879, fail to reject the null hypothesis. HO02 2 0.005 versus HA: 02 0.005, one-tailed X2 test with df = 14, the test-stat is 0.713. fail to reject the null hypothesis