If the average return for an asset is $5\%$ and the standard deviation is $10\%,$ then $68\%$ of that asset's returns would be between...

a$.-5\%$ and $15\%.$

b$.0\%$ and $15\%.$

c$.-25\%$ and $35\%.$

d$.0\%$ and $35\%.$

e$.$ None of the above.

The correct answer is A$!$ Why is that the correct answer? can you please show mcuh and explanation $.$ Thank you.