Assume you manage a $50 million pension fund that holds two portfolios: one of stocks that has an expected return of 8.5% and a standard deviation of 11%, and one of bonds with an expected return of 5% and a standard deviation of 4%. (a) What is the probability that after 1 year, the stock portfolio will have lost money? (b) What is the probability that after 1 year, the bond portfolio will have lost money?