Given a 95% Confidence Interval, you need to remember that when you calculate a Confidence Interval for a mean of a population, this means that with a 95% of confidence the actual mean of that population is inside that interval.
Option a states that the center of the calculated interval is equal to the population mean. This is false because it is only possible to assure that the mean is inside that interval, but you do not know if it is in the center, to the right, or to the left.
Hence, the answer is: Option a.