Coverage $2\Phi(K)-1$ grows with $K$

Let $X_1,\dots,X_n$ be a random sample from normal distribution with mean $\theta$ and variance $\sigma^2$, where $\sigma^2$ is known. The confidence coefficient of the confidence interval $\bigl(\bar X\pm K\sigma/\sqrt n\bigr)$, where $K>0$ is: