A stock's returns are normally distributed with a mean of 10% pa and a standard deviation of 20 percentage points pa. What is the **95**% confidence interval of returns over the next year? Note that the Z-statistic corresponding to a **one**-tail:

- 90% normal probability density function is 1.282.
- 95% normal probability density function is 1.645.
- 97.5% normal probability density function is 1.960.

The **95**% confidence interval of annual returns is between: