25. The average annual return for the S&P 500 from 1886 to 2006 is 12%, with a standard deviation of 20%. Based on these numbers, what is the 95% confidence interval for 2007's returns? O a. -12%, 17% O b. -28%, 52% O c. -35%, 35% O d. -36%, 42% O e. -45%, 47%