The Following Data for Five Years of the Annual Returns

Multiple Choice

The following data for five years of the annual returns for two of Vanguard's mutual funds,the Vanguard Energy Fund (x) and the Vanguard Healthcare Fund (y) ,were given as s_x = 35.77,s_y = 13.34,s_xy = 447.68.The competing hypotheses are .At the 5% significance level which of the following is the correct conclusion to the test?

A) Reject H₀ and conclude that the returns of these two mutual funds are correlated.
B) Reject H₀ and conclude that the returns of these two mutual funds are not correlated.
C) Do not reject and conclude that the returns of these two mutual funds are not correlated.
D) Do not reject and conclude that the returns of these two mutual funds are correlated.