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I need assistance. WIth a Confidence Level of 95%, my margin or error was 1.96. When I increase the Confidence level to 99%, my margin

I need assistance. WIth a Confidence Level of 95%, my margin or error was 1.96. When I increase the Confidence level to 99%, my margin of error increases to 2.82. The professors question was with the change of CL does the margin of error increase? I know the answer is yes. Then she ask to explain that. I don't know how to explain it. Can you please assist with the explanation?

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