Suppose that (Y, X;) satisfy the assumptions specified here. A random sample of n = 462 is drawn and yields Y= = 9.08 +5.74X, R = 0.37, SER = 5.3 (1.7) (2.4) Where the numbers in parentheses are the standard errors of the estimated coefficients = 9.08 and = 5.74 respectively. Suppose you wanted to test that B is zero at the 5% level. That is, Ho: B = 0 vs. H: B #0 Report the t-statistic and p-value for this test. The t-statistic is (Round your response to two decimal places) The Least Squares Assumptions Y = Bo + BX + U, i = 1,..., n, where 1. The error term u; has conditional mean zero given X,;: E(u;X;) = 0; 2. (Y, X),i= 1,..., n, are independent and identically distributed (i.i.d.) draws from their joint distribution; and 3. Large outliers are unlikely: X; and Y; have nonzero finite fourth moments.