Need help with the following problem: I have my answer as D. Please check if I am correct. thank you

6. Twelve pairs of points yielded a correlation coefcient r of 0.582. If a = 0.01, which of the following statements is correct if H0 : p = 0 ? (Do not calculate a tValue.) A) Because 0.582 is greater than 0.375, the null hypothesis is rejected. B) Because 0.582 is between 0.708 and 0.708, the null hypothesis is rejected. C) Because 0.5 82 is less than 0.375, the null hypothesis is rejected. D) Because 0.582 is between 0.708 and 0.708, the null hypothesis is not rejected