The monthly return of Eli Lilly stock follows a normal distribution with a mean of 0.03 and a standard deviation of 0.10.

a) what is the probability that the return of Eli Lilly stock for next month will be negative(i.e., less than zero)

b) what is the probability that the average of the four monthly returns of Eli Lilly stock over the next four months will be negative?

c) How will the two probabilities in part a and b compare? Explain why?