Remember that By is the true slope of the line for variable X, and we do not know its value (we do, however, estimate it with the slope coefficient, by). For all X-variables (Market, Small, and Value), we want to know if it is likely, given this data, that By = 1. Which of the following is true? Select one: O a. the derived it-stat) is lower than 2 for both Small and Value O b. the derived It-stat) is lower than 2 for Small, but higher than 2 for Value O c. the derived It-stat) is lower than 2 for Value, but higher than 2 for Small O d. the derived It-stat) is greater than 2 for both Small and Value