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? | Financial Risk Manager Part 1 Quiz