following are return expectations on the sampp

Question

Following are return expectations on the S&P 500 index for the upcoming year with the corresponding probabilities:

Expectation                                   Return                                     Probability
Low                                               4.2%                                        30%
Most Likely                                  8.4%                                        50%
High                                              13.5%                                      20%

Calculate the ninety nine% confidence interval of returns.