There is a relationship between the excess return on the stock and the excess return on the market when _________

Select one:

a. If both p-value is less than 0.05 and t-stat is higher than 2 or lower than -2

b. If both p-value is higher than 0.05 and t-stat is lower than 2 or higher than -2

c. P-value is higher than 0.05

d. R-squared is higher than 0.90