A bank has an investment portfolio worth $300 million. Its quarterly average return is estimated at 4.1% with a standard deviation of 6.5%. What is the approx. chance that the portfolio will lose $20 million or more during the next quarter? [Note: Z-scores to probability: 0.85=20%, 1.29=10%, 1.65=5%, 2.33=1%]

		20%
		1%
		5%
		10%