The best answer for this question would be:
the data are statistically significant at level = .05, but not at level = .01.
This is the solution for the answer:
Given-
H0: μ = 115
HA: μ ≠ 115
The sample mean = 120
The standard deviation = 25
Standard error of mean 2.5
Solution-
If z = (xbar- μ ) / SE
Then the solution would be
z = (120-115) / 2.5
z = 2
P of the value = 2 P( z > 2) = 2(0.0228) = 0.0456 is the statistically significant level.
Therefore the answer is technically at .05.