Assuming There Are 1000 Observations in Your Sample, What Are

Multiple Choice

Assuming there are 1000 observations in your sample, what are the test statistic and critical value of a two-sided hypothesis test of whether the true value of statistically different from zero be given a 5% significance level?

A) 1.10 and 1.96, respectively
B) 0.91 and 1.65, respectively
C) -0.62 and 1.96, respectively
D) Cannot say without more information