The analyst also tells you that shares in Chris Mining plc have no systematic risk, in other words that the returns on its shares are completely unrelated to movements in the market. The value of beta and its standard error are calculated to be $0\mathrm{.}214$ and $0\mathrm{.}186,$ respectively. The model is estimated over thirty$-$eight quarterly observations. Write down the null and alternative hypotheses. Test this null hypothesis against a two$-$sided alternative.