A financial analyst is tasked with forecasting the potential returns for stock XYZ in the upcoming month. To facilitate this, the analyst has reviewed the returns from the past 12 months and determined that the average monthly return of the stock is -0.75%, with a standard error of 2.70%.

Refer to the one-tailed t-distribution table provided below:

Degrees of freedom	a
0.100	0.050
8	1.397
9	1.383
10	1.372
11	1.363
12	1.356

Using the t-table, calculate the 95% confidence interval for the average return of stock XYZ.