margin of error = width of confidence interval/2 = 0.41 - 0.25 / 2 = 0.08
margin of error = critical z * SE = 1.645 * SE
so 0.08 = 1.645 * SE
0.08/1.645 = SE
SE = 0.049
SE = sigma/sqrt(sample size)
0.049 = sigma/sqrt(sample size)
(0.049//sigma)^2 = sample size
were you given sigma?