Safety-first rules, comfused because, standard, expected, 214

Muddahudda

In Notes, Book 1, Page 214.

"professor's notes: Using a measure of two standard deviations places a 95% confidence interval around the expected return. If the client's minimum allowable return falls at least two standard devations below the expected return(i.e., it falls in the 2.5% lower tail of the distribution), the clients can be 95% confident the minimum allowable return will not be violated."

I think because of one tail distribution, here should be 97.5% confident interval.

Any one helps?