An asset has an average return of $11\mathrm{.}57$ percent and a standard deviation of $24\mathrm{.}54$ percent. What is the most you should expect to lose in amy given year with a probability of $2\mathrm{.}5$ percent? $($That is$,2\mathrm{.}5\%$ of returns should be below what number?$)$

Multiple Choice

$-37\mathrm{.}51\%$

None of these is correct.

$-62\mathrm{.}05\%$

$-12\mathrm{.}97\%$

$-60\mathrm{.}65\%$