The F Statistic Calculated from a Multiple Regression Analysis Is

Multiple Choice

The F statistic calculated from a multiple regression analysis is equal to 1.96. If the critical values of the F distribution are 2.42 and 3.47 at the 5 percent and 1 percent levels of significance, respectively, then

A) at least one of the slope coefficients is significantly different from zero.
B) none of the slope coefficients is significantly different from zero.
C) all of the slope coefficients are significantly different from zero.
D) no more than 5 percent (1 out of 20) of the slope coefficients are different from zero.