A financial analyst is testing the hypothesis that the beta coefficient (β) for stock CDM is equal to 1. To investigate this, the analyst performs an ordinary least squares (OLS) regression analysis using CDM's monthly returns, denoted as RcDM, and the S&P 500 Index's monthly returns, denoted as Rm. The resulting regression equation is given by RcDM = 0.86Rm - 0.32. Furthermore, the standard error associated with the coefficient of Rm is 0.80. To assess the null hypothesis Ho: β = 1 (that the true beta is 1) against the alternative hypothesis Hi: β ≠ 1, what statistical measure should be computed?