Normal probability distributionAssuming that the rates of return associated with a given asset investment are normally distributed; that the expected return, r, is 10.6%; and that the coefficient of variation, CV, is 1.02, answer the following questions: a.Find the standard deviation of returns, r. b.Calculate the range of expected return outcomes associated with the following probabilities of occurrence: (1) 68%, (2) 95%, (3) 99%