FRM一级模拟自测:For a sample of 400 firms

For a sample of 400 firms, the relationship between corporate revenue (Yi) and the average years of experience per employee (Xi) is modeled as follows:
Yi  = β1 + β2 Xi  + εi,    i = 1, 2,...,400
 
You wish to test the joint null hypothesis that β1 = 0 and β2 = 0 at the 95% confidence level. The p-value for the t-statistic for β1 is 0.07, and the p-value for the t-statistic for β2 is 0.06. The p-value for the F-statistic for the regression is 0.045. Which of the following statements is  correct?
a. You can reject the null hypothesis because each β is different from 0 at the 95% confidence level.
b. You cannot reject the null hypothesis because neither β is different from 0 at the 95% confidence level.
c. You can reject the null hypothesis because the F-statistic is significant at the 95% confidence level.
d. You cannot reject the null hypothesis because the F-statistic is not significant at the 95% confidence level.

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