Normal probability distribution Assuming that the rates of return associated with a given asset investment are normally distributed; that the expected return, r, is 18.6 % ; and that the coefficient of variation, CV, is 1.88, answer the following questions: a. Find the standard deviation of returns, a, b. Calculate the range of expected return outcomes associated with the following probabilities of occurrence: (1) 68 %, (2 ) 95 % , ( 3 ) 99%. a. The standard deviation of returns, a, is 34.968 %. (Round to three decimal places.) b. (1) The lowest possible expected return associated with the 68 % probability of occurrence is%. (Round to two decimal places.) The highest possible expected return associated with the 68 % probability of occurrence is%. (Round to two decimal places.) (2) The lowest possible expected retum associated with the 95% probability of occurrence is %. (Round to two decimal places.) The highest possible expected return associated with the 95 % probability of occurrence is%. (Round to two decimal places.) (3) The lowest possible expected retun associated with the 99% probability of occurrence is %. (Round to two decimal places.) The highest possible expected return associated with the 99% probability of occurrence is%. (Round to two decimal places.)