Assume That Large-Company Stocks Had an Average Return of 11

Assume that large-company stocks had an average return of 11.8 percent and a standard deviation of 20.7 percent for a 40-year period. What range of returns would you expect to see on these stocks 95 percent of the time?

A) -50.3 percent to 53.2 percent
B) -50.3 percent to 73.9 percent
C) -50.3 percent to 64.1 percent
D) -29.6 percent to 73.9 percent
E) -29.6 percent to 53.2 percent