We estimate with OLS the following regression equation on a sample of 800 individuals: Y, = Bo + BIXi+ ui and obtain: Bi = 3.5 SE(B1 ) = 2.2. Which of the following statements is correct? Select one: a. We can reject the null hypothesis of no effect of the variable X, on the outcome variable Y, at 5% significance level. O b. We can reject the null hypothesis of no effect of the variable X, on the outcome variable Y, at 10% significance level, but not at 5%. O c. We can reject the null hypothesis of no effect of the variable X, on the outcome variable Y, at 5% significance level, but not at 10%. O d. None of the answers is correct. O e. We cannot reject the null hypothesis of no effect of the variable X, on the outcome variable Y, at 10% significance level