37) 37) A security has a normal probability distribution of returns. Its expected return is 8 percent and its standard deviation is 5 percent. What is the probability that the security will provide a return less than zero? 38) 38) Security M has an expected return of 10 percent with a standard deviation of 8 percent. Security N has an expected return of 12 percent and a standard deviation of 10 percent. The expected correlation coefficient between M and N is +0.5. Calculate the expected retum and standard deviation of a portfolio consisting of equal dollar amounts of the two securities