Suppose that you have estimated the simple regression model: y, = 1 + 82x, + u,, by MLE with 200 observations, and obtained the estimated parameter vector, 0, -0.0244 P2 1.0838 0.4285 and the information matrix, I : 2.3338 0.4447 0.2970 0.4447 4.0194 -0.0809 0.2970 -0.0809 3.2833 Note: The variance-covariance matrix for the parameters can be obtained by the formula: Var(0) = 1/N * /", where N is the number of observations, I is the information matrix. What is the 95% confidence interval for 2? Would you reject Ho : /2 = 1 at 5% significane level? The critical value is +-1.96 at 5% significance level. Select one: O a) The 95% Cl is [1.025, 1.143]. I do not reject the null hypothsis. O b) The 95% Cl is [1.048, 1.119]. I do not reject the null hypothsis. O c) The 95% Cl is [1.025, 1.143]. I reject the null hypothsis. O d) The 95% Cl is [1.014, 1.154]. I reject the null hypothsis. O e) The 95% Cl is [1.014, 1.154]. I do not reject the null hypothsis