If we tested at the = 0.01 significance level, we would H0 because the P-value (which is between 0.01 and 0.02) is = 0.01.

The P-value is between 0.01 and 0.02, so it is greater than the significance level α = 0.01. Since the P-value is not less than or equal to α, we fail to reject H₀.

AI-written and checked against the verified answer.