D Question 1 1 pts The below table shows the EPS forecasting performance data for Analyst A. One test for forecasting quality is the zero-mean test, which states that optimal forecasts should be a mean forecasting error of O. Assuming that the forecast errors of the analyst is normally distributed # of forecasts Mean Forecast Error (Predicted Standard Dev. of Forecast Actual) Errors Analyst A 0.02 49 0.06 With as the population mean forecasting error, we want to conduct a test for a zero-mean test of forecasting quality. Which one of the following statements is correct? Ho = versus HAH*0. use z-test: reject null hypothesis at a 5%; fail to reject null hypothesis at a = 1% Hou=0 versus HA**0. use z-test: reject null hypothesis at a = 5% and reject null hypothesis at a = 1% HOS O versus HA0 use z-test; reject null hypothesis at a = 5%: fail to reject null hypothesis at a = 1% H: = 0 versus H*0. use t-test; reject null hypothesis at a = 5%: reject null hypothesis at a = 1%