The confidence interval will be given by:

$$CI = \beta_j \pm (t_{\alpha,n-k-1} * Se(\beta_j))$$

Where $\beta_j$ is the coefficient of the regression parameter, and $Se(\beta_j)$ is the standard error of the coefficient.

Thus,

$$CIDB = 0.27 \pm t_{0.025,40} \times 0.029 = 0.27 \pm (2.021 \times 0.029) = 0.27 \pm 0.05861 \text{ or } (0.2114, 0.3286)$$

Notes:

• The t-value is read off the t-distribution table, and you will be provided with a copy of the same on the exam. However, it's important that you practice using statistical tables.
• Here, 0.025 is the confidence level, and 40 is the number of degrees of freedom, equal to n-k-1 (n = sample size, k = no. of regressors).