Answer
(a).
Work Step by Step
The significance level $\alpha$ is the probability of making a Type I error, thus it is the probability of rejecting $H_0$ when $H_0:\mu=0$ is true. Thus the answer is (a).
You can help us out by revising, improving and updating this answer.
Update this answerAfter you claim an answer you’ll have 24 hours to send in a draft. An editor will review the submission and either publish your submission or provide feedback.