Suppose that IQs of adult Canadians follow a normal distribution with unknown standard deviation. A researcher takes a random sample of 25 adult Canadians who have a mean IQ of 116, and a standard deviation of 11.

If the researcher believes that the true mean IQ of adult Canadian's is greater than 110, then what is the P-value for the appropriate test of significance?

Between 0.0025 and 0.005

Between 0.005 and 0.01

Between 0.01 and 0.02

Between 0.02 and 0.04