Normal probability distribution Assuming that the rates of return associated with a given asset investment are normally distributed, that the expected return, r, is 18.9%; and that the coefficient of variation, CV, is 0.75, answer the following questions a. Find the standard deviation of returns, o, 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.,, is (Round to three decimal places.)