SD = ( 121/400 x 279/400 )^(1/2) = .46

The SE for the number of 1's in a sample of size 400 is approximately .46 x 20 = 9.2

so the SE for the percentage of 1's in such a sample is (9.2/400) x 100% = 2.3%.

The EV for the number of 1's is (121/400) x 100% = 30%.

The z-value corresponding to 70% is approximately 1.05, and

1.05 x 2.3% = 2.4%.

The 70% confidence interval runs from approximately 30 - 2.4 = 27.6%

to

30 + 2.4 = 32.4%.

Of the answers, "between 28% and 32%" is the closest.