I entirely agree with truongvu31 - it's not at all clear what the question even means. It's easy to see why the wording is bad by imagining this instead as a problem solving question, where a specific set was provided. If a question asked:
If the set below:
14, 17, 20, 23, 26
has a standard deviation of 3√2, what are the greatest and least values that are within one standard deviation of the mean? how would you answer? The mean of the set is 20, and the standard deviation is roughly 4.2, so I'd assume the answer is "23 and 17", since those are the greatest and least values
in the set within one standard deviation of 20. I don't think it would make any sense to answer this question with "20 + 3√2 and 20 - 3√2". But that's how we're expected to answer the DS question in the OP, if the OA is "B". The answer E seems a much more justifiable answer to me, but in any case, test takers should just ignore the problem, since there are two different and perfectly logical ways to interpret it.