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| In the regression using Equation II, which of the following hypothesis or hypotheses can be rejected at a 5% level of significance in a two-tailed test? (The corresponding independent variable is indicated after each null hypothesis.) A. H0: b0 = 0 (intercept) and b1 = 0 (T-bill) only. B. H0: b0 = 0 (intercept) only. C. H0: b1 = 0 (T-bill) and H0: b2 = 0 (S&P 500) only. |