The heights of young American women, in inches, are Normally distributed with a mean of μ and a standard deviation of σ = 2.4. A simple random sample of four young American women is selected and their heights measured. The four heights, in inches, are 63, 69, 62 and 66. Based on these data, what is a 99% confidence interval for μ?
a. 65.00 ± 4.07
b. 65.00 ± 3.09
c. 65.00 ± 1.55
d. 65.00 ± 2.35