Given that \(X₁, X₂, ..., Xₙ\) are independent and identically distributed (i.i.d) random variables drawn from a normal distribution with unknown mean μ and known standard deviation σ, the null hypothesis H₀: μ = μ₀ is tested against the alternative hypothesis H₁: μ ≠ μ₀.

If the test statistic under the null hypothesis follows a standard normal distribution and the level of significance is denoted by α (where 0 < α < 1), which of the following correctly expresses the critical region of the test?