From where did we get the 1.96?

You are analyzing Tiffany, an upscale retailer and find that the regression estimate of the firm's beta is 1; the standard error for the beta estimate is 0.25. The company has a debt/assets ratio of 20% and is subject to 40% tax rate. Assume also that risk free rate is 6% and the market risk premium is 5.5%. 1-what is the 95% confidence interval for the estimated beta? -0.25 to 2.25 a- 0 to 2 b- 0.25 to 1.75 C- d- 0.5 to 1.5 0.75 to 1.25 e- ANSWER: Range is 1-0.25 1.96 to 1+0.25 1.96 that is 0.51 to 1.49 From where did we get the 1.96 above