Please refer to Exhibit 1 for Questions 18 and 19. EXHIBIT 1. Z-Table Values, P(Zz)=N(z) for z0 18. A portfolio has an expected mean return of 8 percent and standard deviation of 14 percent. The probability that its return falls between 8 and 11 percent is closest to: A. 8.3% B. 14.8%. C. 58.3%. 19. A portfolio has an expected return of 7% with a standard deviation of 13%. For an investor with a minimum annual return target of 4%, the probability that the portfolio return will fail to meet the target is closest to: A. 33%. B. 41%. C. 59%