A stock has an expected rate of return of 7.7 percent and a standard deviation of 13.6 percent. The probability that this stock will lose at least half of its value in any one given year is [ Select ] ["less than 1 percent", "less than 16 percent but more than 5 percent", "less than 5 percent but more than 2 percent", "less than 2 percent but more than 1 percent"]