Statistics: Confidence Interval question?

You are correct with choice C. The thing you're wondering about -- the unknown sample size -- doesn't matter. Remember that a confidence interval is determined by the standard error, which is calculated using the standard deviation and the sample size. So, even though the sample size isn't given to you, it's "hidden" in the size of the confidence interval. A smaller sample size would've given a broader confidence interval. Less data (smaller sample size) means you have to cover more possible values to be 95% sure of the true value.