Ran into this question on Schweser mock

Monthly returns for a portfolio of stocks are distributed with a mean of 0.5% and a standard deviation of 1.0%. Based on this information an analyst can *most accurately* conclude that the probability of returns between -1.5% and +2.5% in any given month is at least:

A) 68%

B) 75%

C) 95%

The explanation says

“Because we do not know the type of probability distribution, we must use Chebyshev’s inequality and can state that 1 - ¼ = 75% of the observations will be within two standard deviations of the mean.”

I dont get it.In the explanation how did they know it was 2 standard deviations from the mean?The question states standard deviation is 1%