Exhibit 14-1

Exhibit 14-1.Over the past 30 years,the sample standard deviations of the rates of return for stock X and Stock Y were 0.20 and 0.12,respectively.The sample covariance between the returns of X and Y is 0.0096. Refer to Exhibit 14-1.When testing whether the correlation coefficient differs from zero,the value of the test statistic is .At the 5% significance level,the critical value is .The conclusion to the hypothesis test is to:

A) Reject H₀;we can conclude that the correlation coefficient differs from zero.
B) Reject H₀;we cannot conclude that the correlation coefficient differs from zero.
C) Do not reject H₀;we can conclude that the correlation coefficient differs from zero.
D) Do not reject H₀;we cannot conclude that the correlation coefficient differs from zero.