An analyst at a hedge fund is constructing a 95% confidence interval for the 2-month point forecast of the price of a standard option contract on 100 shares of a stock, measured in EUR, using the linear time trend model utilized by the fund. The analyst refers to the model estimated using monthly option prices (OP) over the last 5 years, which is denoted by the following equation:

$OP_{T + h} = 318.6 + 12.5(T + h) + \varepsilon_{T + h}$

where $T$ (current month) is equal to 0, $h$ is the horizon of the forecast, and $\varepsilon_{T + h}$ is Gaussian white noise. The estimate of the residual standard deviation, $\sigma$, is 4.62. What is the correct 95% confidence interval for the price of the option contract?