When Testing the Null Hypothesis That Two Regression Slopes Are $| ( 0,1.96 ) |$

Multiple Choice

When testing the null hypothesis that two regression slopes are zero simultaneously, then you cannot reject the null hypothesis at the 5% level, if the ellipse contains the point

A) (-1.96, 1.96) .
B) $| ( 0,1.96 ) |$
C) (0,0) .
D) (1.96², 1.96²) .