Normal probability distribution Assuming that the rates of return associated with a given asset investment are normally distributed; that the expected return, r, is 12.5%, and that the coefficient of variation, CV, is 1.03, answer the following questions: a. Find the standard deviation of returns, or b. Calculate the range of expected return outcomes associated with the following probabilities of occurrence: (1) 68%, (2) 95%, (3) 99%