A junior risk analyst at an asset management firm is monitoring the performance of a recently launched mutual fund against a benchmark index. The analyst uses the last 36 months of excess returns data to construct a confidence interval that can be used to test the one-sided hypothesis that the average excess monthly return of the mutual fund is greater than 0%. Information about the hypothesis test is given below:

• A 5% significance level is used.
• Excess monthly returns are assumed to follow a normal distribution.
• The standard deviation of excess returns over the previous 36 months is 0.05.
• The average excess monthly return over the previous 36 months was 1.2%.

Which of the following provides the correct confidence interval to be used as the decision criterion for the hypothesis test?