SHY (NYSEARCA: SHY)is a 1−3 Year Treasury Bond Fund That

SHY (NYSEARCA: SHY) is a 1−3 year Treasury bond fund that is considered to be a market-neutral position.Using the S&P 500 as a benchmark and five years of monthly log-return data,the rank correlation coefficient of SHY with the S&P 500 is found to be r_s = -0.284.To determine if the SHY is not a market-neutral position,the competing hypothesis are __________.

A) H₀: ρ_s = 0;H_A: ρ_s ≠ 0
B) H₀: ρ_s ≤ 0;H_A: ρ_s > 0
C) H₀: ρ_s ≥ 0;H_A: ρ_s < 0
D) H₀: ρ_s ≠ 0;H_A: ρ_s = 0