An Analyst Conducts a Hypothesis Test to Check Whether the Mean

An analyst conducts a hypothesis test to check whether the mean return for a particular fund differs from 10%.He assumes that returns are normally distributed and sets up the following competing hypotheses: Over the past 10 years the fund has had an average annual return of 13.4% with a standard deviation of 2.6%.The value of the test statistic is 4.14 and the critical values at the 5% significance level are -2.262 and 2.262.The correct decision is to __________.

A) Reject H₀;we can conclude that the mean differs from 10%
B) Reject H₀;we cannot conclude that the mean differs from 10%
C) Do not reject H₀;we can conclude that the mean differs from 10%
D) Do not reject H₀;we cannot conclude that the mean differs from 10%