\begin{equation} P\left(-z_{\frac{\alpha}{2}}\leq\frac{\overline{X}_{n}\ -\mu}{\sigma_{0}}\cdot\sqrt{n}\leq z_{\frac{\alpha}{2}}\right)=P\left(-z_{\frac{\alpha}{2}}\leq Z\leq z_{\frac{\alpha}{2}}\right)=1-\alpha\\ \end{equation}