Which of the following statements concerning probability ranges of a normal distribution is (are) correct? 1. The 99% probability range is equal to the mean plus or minus three times the variance. II. With a mean of 5% and a standard deviation of 10%, the probability of earning more than 25% in any one year is no more than 2.5%. III. If the lowest return for a 68% probability range is -21%, then there is a 32% chance that the loss in any one year will be greater than 21%. IV. The mean is equal to the average variance of an investment over a period of time. II and IV only ll only I and III only II, III, and IV only I only