The average annual return over the period$1926-2009$ for small stocks is

$21\mathrm{.}421\mathrm{.}4\%,$

and the standard deviation of returns is

$21\mathrm{.}4\%21\mathrm{.}4\%.$

Based on these$$ numbers, what is a$95\%$ confidence interval for $2010$ returns?

Question content area bottom

Part $1$

A$.$

$0\%,$

$42\mathrm{.}842\mathrm{.}8\%$

B$.$

negative $21\mathrm{.}421\mathrm{.}4\%,$

$42\mathrm{.}842\mathrm{.}8\%$

C$.$

negative $21\mathrm{.}421\mathrm{.}4\%,$

$64\mathrm{.}264\mathrm{.}2\%$

D$.$

negative $10\mathrm{.}710\mathrm{.}7\%,$

$32\mathrm{.}132\mathrm{.}1\%$