What range of returns should you expect to see with a 99 percent probability on an asset that has an average return of 11.57 percent and a standard deviation of 25.00 percent?

a. -63.43% to 86.57%

b. -13.43% to 9.71%

c. -13.43% to 36.57%

d. -25.93% to 49.07%

e. -38.43% to 61.57%