An analyst performs a regression with monthly returns on a largecap mutual fund as the dependent variable and monthly returns on the market index as the independent variable. He uses monthly returns data over the last year (in %).

Regression Statistics
Multiple R	0.7589
Rsquared	0.576
Standard error	3.8921
Observations	12

	Coefficient	Standard Error
Intercept	0.254	1.2984
Slope coefficient	0.782	0.215

Statistic	Market Index Return	LargeCap Fund Return
Mean	2.45%	1.68%
Standard deviation	6.82%	7.21%
Count	12	12

Given a return on the market index of 8.25%, the 95% prediction interval for the expected mutual fund return is closest to:

Group of answer choices

3.0981% to 15.4931%

32.5850% to 44.98%

25.4295% to 32.64%