The continuously compounded annual return on a stock is normally distributed with a mean of 24% and standard deviation of 31%. With 95.45% confidence, we should expect its actual return in any particular year to be between which pair of values?

a. 38.0% and 86.0%

b.28.0% and 86.0%

c.24.7% and 72.7%

d.12.5% and 62.5%