Along with the sensitivity analysis, Zeva 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	NPVjj	Probability (Pjj)
Pessimistic	$5.62 million	0.35
Most likely	$7.94 million	0.30
Optimistic	$16.45 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 Zevas report: (Note: Round your answers to two decimal places.)

	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) ______ million.
	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.