Find the relation between the range, the standard deviation and the media:
0.57 = 0.55 + 0.02 = 0.55 + 2*0.01 = media + 2* standard deviation
0.53 = 0.55 - 0.02 = 0.55 - 2*0.01 = media - 2 * standard deviation
Then, the desired range is media +/- 2 * standard deviation.
In normally distributed functions, this correspond to 95% confidence interval.
Then, the answer is the third option shown, 95%