请问这个是运用Prediction Interval计算公式吗

NO.PZ202106160300004405 问题如下 Elena Vasileva recently joineEnergyInvest a junior portfolio analyst. Vasileva's supervisor asks her to evaluate a potentiinvestment opportunity in Amtex, a multinationoil angcorporation basein the UniteStates. Vasileva's supervisor suggests using regression analysis to examine the relation between Amtex shares anreturns on cru oil. Vasileva notes the following assumptions of regression analysis: Assumption 1 The error term is uncorrelateacross observations. Assumption 2 The varianof the error term is the same for all observations. Assumption 3 The pennt variable is normally stribute Vasileva runs a regression of Amtex share returns on cru oil returns using the monthly ta she collecte Selecteta usein the regression are presentein Exhibit 1, anselecteregression output is presentein Exhibit 2. She uses a 1% level of significanin all her tests. Critict-values for a 1% level of significance: One-si left si: -2.441 One-si right si: +2.441 Two-si ±2.728 Vasileva expects the cru oil return next month, Month 37, to -0.01. She computes the stanrerror of the forecast to 0.0469. Using information from Exhibit 2, the 99% prection intervfor Amtex share return for Month 37 is best scribeas: A.Y^f{\hY_f}Y^f​ ±0.0053 B.Y^f{\hY_f}Y^f​ ±0.0459 C.Y^f{\hY_f}Y^f​ ±0.1279 C is correct. The precteshare return is 0.0095 + 0.2354 × (-0.01)=0.0071. The lower limit for the prection intervis 0.0071-(2.728 × 0.0469)=-0.1208, anthe upper limit for the prection intervis 0.0071 + (2.728 × 0.0469) = 0.1350.A is incorrebecause the boun of the intervshoulbaseon the stanrerror of the forecast anthe critict-value, not on the meof the pennt variable.B is incorrebecause boun of the intervare baseon the proof the stanrerror of the forecast anthe critict-value, not simply the stanrerror of the forecast. 我知道只有用中心极限定理的时候才要除，但我现在判断不了什么时候用什么时候不用了