The purpose of this question is to determine whether the Beta Coefficient estimated in a regression analysis statistically differs from zero at the 95% level of significance. In other words, can the null hypothesis that Beta = 0 be rejected in a 2- tail test at the 95% level of significance. = Which of the following will always result in being able to reject the null hypothesis at the 95% level? (In other words, Beta is NOT equal be zero at the 95% level of significance) O a. The t-statistic for the coefficient estimate of Beta is 1.0 (i.e. the coefficient is 1 standard deviation away from zero) and that results in a p-value of 31.73% b. The lower bound of Beta in the 95% confidence interval is -0.65 and the upper bound is 1.97 c. The lower bound of Beta in the 95% confidence interval is 0.65 and the upper bound is 1.97 d. R2 = 32.50%