You are a financial adviser telling your client, "Fund X's distribution of returns is attractive with a mean of 10% and standard deviation of 16%." The client replies, "I do not understand standard deviation. Just tell me the worst range of returns that has a chance of occurring 2.5% of the time. Assuming the returns are normally distributed, what is your answer? -32% or less O-6% or less -2.5% or less O 0.40% or less -22% or less