Which of the following is INCORRECT about multicollinearity?

There is multicollinearity when the independent variables are highly correlated

When there is multicollinearity, the F-test is insignificant.

One consequence could be that the estimated coefficients show opposite signs from what is expected.

If we identify multicollinearity, we can drop one or more of the correlated independent variables from the model.

The standard normal distribution

is the same as a t distribution

has a standard deviation of 0.

is a special normal distribution.

None of the above