Answer
See below.
Work Step by Step
The student is confused because the $ 95\%$ implies that $95\%$ of the experiments like the one that was just done will include the true mean, but $5\%$ them will not.
The Basic Practice of Statistics 7th Edition
by Moore, David S.; Notz, William I.; Fligner, Michael A.
Published by
W. H. Freeman
ISBN 10:
146414253X
ISBN 13:
978-1-46414-253-6
Chapter 16 - Confidence Intervals: The Basics - Chapter 16 Exercises - Page 388: 16.22
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