Question: The average annual return for the S&P 500 from 1996 to 2006 is 15%, with a standard deviation of 25%. Based on these numbers, what

The average annual return for the S&P 500 from 1996 to 2006 is 15%, with a standard deviation of 25%. Based on these numbers, what is a 68% prediction interval for 2007's returns?

Group of answer choices

A. [-10%, 40%]

B. [-60%, 90%]

C. [-40%, 81%]

D. [-35%, 75%]

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