Diversified Investment annual return follows a normal distribution. If 99% of the distribution lies between 2.5% and 10.3%, determine the expected mean return if the standard deviation is 1.3%

A) 8.2% B) 5.1% C)12.8% D) 6.9

I do not understand the concepts to this question, can someone please explain exactly what this question is asking and what the steps are to answering it?