A scientist computes a 90% confidence interval to be (4.38, 6.02). Using the same data, she also computes a 95% confidence interval to be (4.22, 6.18), and a 99% confidence interval to be (3.91, 6.49). Now she wants to test H₀ :μ = 4 versus H₁ :μ ≠ 4. Regarding the P-value, which one of the following statements is true?

i. P > 0.10

ii. 0.05 < P < 0.10

iii. 0.01 < P < 0.05

iv. P < 0.01