What range of returns should you expect to see with a 99 percent probability on an asset that has an average return of 11.45 percent and a standard deviation of 24.94 percent?

a. -13.49 to 9.41%

b -38.43 to 61.33%

c. -63.37 to 86.27%

d -13.49 to 36.39%

e. -25.96 to 48.86%