An analyst is testing a hypothesis that the beta, $\beta_t$, of stock CDM is 1. The analyst runs an ordinary least squares regression of the monthly returns of CDM, $R_{CDM}$, on the monthly returns of the S&P 500 Index, $R_{m}$, and obtains the following relation:

$$R_{CDM} = 0.86R_m - 0.32$$

The analyst also observes that the standard error of the coefficient of $R_m$ is 0.80. In order to test the hypothesis $H_0: \beta = 1$ against $H_1: \beta \neq 1$, what is the correct statistic to calculate?