Quant- Q15 schweser - CI of Y- pg 170 standard, getting, percent

Iginla2010

coldplay forecast the excess return on the SP for June 07 to be 5 percent and the 95 CI for the predicted value of the excess return on VIGRX for june 07 to be 3.9% to 7.7%. the standard error is closest to:
a..0080
b.0093
c.0111
equation = EX VIGRX = BO + B1 (EX SP) + ERROR TERM
B0= .0023
B1= 1.1163
Tcritical= 2.03
I am not getting this right now, please fill me in.