The average annual return over the period 1926-2009 for small stocks is

22.5%,

and the standard deviation of returns is

22.5%.

Based on these numbers, what is a 95% confidence interval for 2010 returns?

A.

22.5%,

67.5%

B.

22.5%,

45%

C.0%,

45%

D.

11.3%,

33.8%