The Topknot Insurance Company holds 6-month T-bills in its trading account. The manager of the firms trading desk estimates that the mean change in T-bill yields in the coming month is zero basis points with a standard deviation of 25 basis points. Based on a 95% confidence level, this implies that the potential change in the T-bill yield is:

A. 23.75 basis points

B. 41.1 basis points

C. 49 basis points

D. 51.77 basis points