The average annual return over the period 1926-2009 for the s& p 500 is 12.8%, and the standard
deviation of returns is 21.4%. based on these numbers, what is a 67% confidence interval for
2010 returns?
a) -1.3%, 20.5%
b) -8.6%, 34.2%
c) -25.8%, 54.7%
d) -25.8%, 47.9%