Answer
The level of significance must be very low, $α=0.01$, for example.
Work Step by Step
Remember that $α=P(type~I~error)=P(rejecting~H_0~when~H_0~is~true)$
In this case, the type I error means that we are declaring an innocent person guilty. The consequences of this are severe, so we must proceed with extreme caution and use a low level of significance.
