I think if we have a condition that events $A$ and $B$ are independent, it would make more sense.

Case 1: Events $A$ and $B$ are not independent
Then the probability that the event $B$ occurs, $P(B)$ can be any value between $0$ and $1$, inclusive.

Case 2: Events $A$ and $B$ are independent.
Remind that if events $A$ and $B$ are independent each other, then we have $P(A∩B) = P(A)P(B)$.
We have $P(A∩B)=P(A)P(B)=0.35$.
Then we may have $P(A)=1, P(B)=0.35$ and $P(A)=0.35, P(B)=1$.
We have two cases $P(B)<0.42$ and $P(B)>0.42$.

Therefore, D is the answer.