A Random Sample Of $\mathrm { n }$ Measurements Was Selected from a Population with Unknown Mean

Multiple Choice

A random sample of $\mathrm { n }$ measurements was selected from a population with unknown mean $\mu$ and known standard deviation $\sigma$ . Calculate a $95 \%$ confidence interval for $\mu$ for the given situation. Round to the nearest hundredth when necessary.
$$\mathrm { n } = 125 , \overline { \mathrm { x } } = 91 , \sigma = 20$$

A) $91 \pm 39.2$
B) $91 \pm 2.94$
C) $91 \pm 0.31$
D) $91 \pm 3.51$