Linear regression question

The data values (yi, x\"- , x21), = 1.15,are thought to satisfy the model {M2} given by: 3' =30 +3131 "+32": +3: where the response variable y is continuous, the regressor vector X = (x1.xz)' has mean vector (on, on? and positive denite variancecovariance matrix 2,; , the random errors a: conditional on X: are statistically independent and normally distributed with mean zero and variance 02 which does not depend on X . The analysis gave R2 = 0.95, f = 50 . a) Test statistical significance of the regression at or = 0.05. [5 points] b] What is the smallest value of R2 that would lead to a conclusion of statistical significance of the regression at or = 0.05? [5 points]