Data covering 11 years (starting with August 25, 2006 and ending with August 26, 2016) includes day-to-day returns on the S\&P500. Returns are defined as percentage changes in the closing price of the index between two consecutive days. The S\&P500 portfolio lost more than 5% of its value on 13 out of the 2519 market days. The standard deviation of the fraction of the 5%+ losses is 0.07. What is the 95% confidence interval of the probability of a daily loss greater than 5% during the explored period