Consider the Expected Returns (In Percent)from the Two Investment Options

Multiple Choice

Consider the expected returns (in percent) from the two investment options.Beth claims that the variances of the returns for the two investments differ.Use the following data to arrive at the results. Test Beth's claim at the 5% significance level.Which of the following is the correct conclusion?

A) p-value = 0.7127 >α = 0.05;Beth's claim is correct.
B) p-value = 0.7127 >α = 0.05;Beth's claim is wrong.
C) p-value = 0.7127 <α = 0.05;Beth's claim is wrong.
D) p-value = 0.7127 <α = 0.05;Beth's claim is correct.