An investment has an expected return of 20% per year with a standard deviation of 10%. Assuming that the returns on this investment are at least roughly normally distributed, how frequently do you expect to lose money? Select one: o a. 1.0% of the time b. 2.5% of the time c. 5.0% of the time O d. 7.5% of the time o e. 9.0% of the time