The return on the Tarheel Corporation stock is expected to be 13 percent with a standard deviation of 9 percent. The beta of Tarheel is 0.9. The risk-free rate is 8 percent, and the expected return on the market portfolio is 14 percent. What is the probability that an investor in Tarheel will earn a rate of return less than the required rate of return? Assume that returns are normally distributed. Use Table V to answer the question. Round z value in intermediate calculation to two decimal places. Round your answer to the nearest whole number.