Answer: C. ±0.632.
Explanation:
We have given,
Sample size : n= 10
Significance level :
Test to check determine whether there is sufficient evidence to support a
claim of a linear correlation between two variables is a two tailed test.
Degree of freedom(df) = n- 2=8
Now , by the correlation coefficient(r) table ,
The critical r value corresponding to df = 8 and Significance level = 0.025 (0.05/2) is ±0.632.
Hence, the correct option is C. ±0.632.