Losses on the loan portfolio of ABC, International Bank are normally distributed. During the years 2015 to 2019, the annual loss data was $ 3,$ 4, $ 4.5, $ 5 and $ 6 million respectively. The probability associated with each annual loss is 20%. Using the Normal probability distribution and knowing that the standard deviation is $ 1 million, the probability that a loss of less than $ 3 million will occur would be Select one: to. .0662 b. .0668 C..0678 d..0062