"Betty wants to know the probability that her investment in HighFlier, Inc. will generate a return less than zero. The investment has a mean return of 6% and a standard deviation of 3%. Based on a normal distribution curve you correctly inform her that:"

There is a 2.5% probability of a negative return.

There is a 5% probability of a negative return.

There is a 10% probability of a negative return. There is a 34% probability of a negative return.