I just had a test with the following question, of which I doubt the 'correct' answer:

Taking a level of significance of 5% in a hypothesis test and not rejecting the null hypothesis, is the same as saying:

A. We are 95% confident that the results have occurred by chance

B. We are 95% confident that the results have not occurred by chance

C. We are 5% confident that the results have not occurred by chance

D. None of the above

According to the answers, B is correct. How is this true? For example, if the p-value is 10%, how can we be 95% confident that the results have not occurred by chance?