First, we have to find the critical value. Because the sample is big enough (more than 30 data), we use the z-distribution.
The alpha value to look for in a z-distribution table is calculated as:
Where c is the confidence leven, which is 95% or 0.95 in the given exercise.
Now, wer look for a z-distribution table, and the critical value for alpha=0.05 is:
Finally we have to multiply the standard deviation by this critical value. The standar deviation is calculated as follow:
Finally, we multuply the SE by the critical value:
If we round the answer is the second option 56.8.