The return on the Tarheel Corporation stock is expected to be 10 percent with a standard deviation of 9 percent. The beta of Tarheel is 0.6. The risk-free rate is 6 percent, and the expected return on the market portfolio is 11 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.