You calculate an average historical return of 20 percent and a standard deviation of return of 10 percent for an investment in Stonehenge Construction Co. You believe these values well represent the future distribution of returns. Assuming that returns are normally distributed, what is the probability that Stonehenge Construction will yield a negative return?

a. 17 percent

b. 33 percent

c. 5 percent

d. 2.5 percent.