The average annual return over the period 1926-2009 for the S&P 500 is 12.0%, and the standard
deviation of returns is 21.3%. Based on these numbers, what is a 95% confidence interval for
2010 returns?
A) - 1.5%, 21.8%
B) - 10.7%, 32.8%
C) - 30.6%, 54.6%
D) - 30.6%, 76.4%
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