A bank's estimate of next year profit $($as a percentage of assets$)$ is a normal distribution with mean and standard deviation of $0\%$ and $4\%,$ respectively. Assume the bank's capital is $4\%$ of assets. How much equity capital in addition to that should regulators require for there to be a $99\mathrm{.}95\%$ chance of the capital not being wiped out by losses?

A$.$ A$.17\mathrm{.}16\%$

B$.4\mathrm{.}16\%$

C$.9\mathrm{.}16\%$

D$.8\mathrm{.}16\%$