Consider the following sample autocorrelation estimates obtained using 250 data points:

1) Lag 1 2 3

2) Coefficient 0.2 -0.15 -0.1

3) Assuming that the coefficients are approximately normally distributed, which of the coefficients are statistically significant at the 5% level?
(A)1 only (B)1 and 2 only (C)1, 2 and 3 only (D)It is not possible to determine the statistical significance since no standard errors have been given
B