Answer: Choice D
Step-by-step explanation:
Imagine you randomly selected n items to form a sample, and you did this 100 times. Each time doing a trial like this, we generate a confidence interval. We expect about 99 of those times to have a confidence interval containing the true value of μ. This is what it means when we say "We are 99% confident that the interval from 4.1 to 5.6 actually does contain the true value of μ."