Answer:
Correct option:
Fail to reject H₀. There is enough evidence at the 5% level of significance to support the claim.
Step-by-step explanation:
The claim to be tested is:
Claim: <em>μ</em> ≠ 0.
The information provided is:
<em>α</em> = 0.05
<em>σ</em> = 2.62
Sample statistics: = -0.69
<em>n</em> = 60
As the population standard deviation is provided, it can be determined that a <em>z</em>-test for single is used to performed the test.
Decision rule:
If the <em>p</em>-value of the test is less than the significance level, <em>α</em> then the null hypothesis will be rejected and vice-versa.
Compute the <em>p</em>-value as follows:

*Use a <em>z</em>-table for the probability.
The <em>p</em>-value = 0.4902 > <em>α</em> = 0.05.
The null hypothesis was failed to rejected at 5% level of significance.Thus, it can be concluded that there is enough evidence at the 5% level of significance to support the claim.