How to solve

Tesla's stock's expected return is: $15\%$ and the standard deviation is: $2\mathrm{.}5\%.$ What range of returns, with a $95\%$ confidence level, will contain the stock true expected returns next year?

$12\mathrm{.}5\%-17\mathrm{.}5\%$

$7\mathrm{.}5\%-22\mathrm{.}5\%$

$15\%-2\mathrm{.}5\%$

$10\%-20\%$