Along with the sensitivity analysis, Paloma is including a scenario analysis for the project in her report, giving the probability of the project generating a negative NPV. Her report includes the following information about the scenario analysis: Data Collected Outcome NPV; Probability (P;) Pessimistic -$3.50 million 0.20 Most likely $5.62 million 0.45 Optimistic $11.34 million 0.35 Probability Data for z z 0.03 0.06 0.09 -1.0 0.1515 0.1446 0.1379 -0.8 0.2033 0.1949 0.1867 -0.6 0.2643 0.2546 0.2451 -0.4 0.3336 0.3228 0.3121 Complete the missing information in Paloma's report: (Note: Round your answers to two decimal places.) million. The expected net present value of the project is Standard deviation of the net present value (the NPV of the project is likely to vary by) $ Assuming that probability distribution is normal, the value of z is Thus, the project has a chance to generate an NPV of less than $0