can you please solve it using excel?? thank you for your time

A bank nds that the one-day increase in the dollar value of its foreign exchange portfolio is normally distributed with a mean of $1.5 million and a standard deviation of $9.7 million. (A negative increase is a loss.) 1) Find the value of x, such that the probability that the portfolio will lose more than x dollars in one day is 5%. 2) For that value of x you found in part 1), Calculate the probability that the portfolio will increase in value by more than x dollars in one day. 22:24