The sample size of data setABCisn= 10,000. The errors are characterized asheteroskedastic. Using data setABC(n= 10,000),Yis regressed onX. A 95%

confidence interval for1is calculated (using the robust standard error of1)The 95%confidence interval is[0.12, 11.88]. Using the exact same data (n= 10,000) andperforming a two-sided test (using the robust standard error of1), you _____.

A)would definitely fail to rejectH0: 1= 0 at the 1% significance level

B)would definitely rejectH0: 1= 0 at the 1% significance level

C)might rejectH0: 1= 0 at the 1% significance level, but might not