Determine the Type II error if the null hypothesis, $H_0,$ is: the mean annual return of a mutual fund is $1\mathrm{.}67\%.$

Select the correct answer below:

You think the mean annual return of a mutual fund is $1\mathrm{.}67\%$ when, in fact, it is$.$

You think the mean annual return of a mutual fund is not $1\mathrm{.}67\%$ when, in fact, it is$.$

You think the mean annual return of a mutual fund is not $1\mathrm{.}67\%$ when, in fact, it is not.

You think the mean annual return of a mutual fund is $1\mathrm{.}67\%$ when, in fact, it is not.