The continuously compounded annual return on a stock is normally distributed with a mean of 20% and standard deviation of 30%. With 95.44% confidence, we should expect its actual return in any particular year to be between which pair of values?
a. -40.0% and 80.0%
b. -30.0% and 80.0%
c. -20.6% and 60.6%
d. -10.4% and 50.4%