This actually seems fine, assuming that T = {2.22, 1.96, 1.68, 1.62, 1.94, 2.16}, and is clearly within the scope of the GMAT.

Let's call d the standard deviation. We know the mean is zero, so using the least and greatest values in the set, we have

0 + 2d < 1.62 < 0 + 3d

and

0 + 2d < 2.22 < 0 + 3d

The first equation tells us that d < .81 < (3/2)d, so the standard deviation must be less than .81: eliminate C, D, and E.

The second equation tells us that (2/3)d < .74 < d, so the standard deviation must be greater than .54: eliminate A.

We're left with B, so that's the choice!

By the way, just Googled to find the text of the problem, and it seems like T was meant to be in ascending order: {-2.22, -1.96, -1.68, 1.62, 1.94, 2.16}. Happily enough, though the answer doesn't change, since the sign on the standard deviation doesn't matter.

Be careful to post the text properly in the future, though: it makes a huge difference.

See here for another good standard deviation question: https://www.beatthegmat.com/gmat-prep-qu ... 77848.html