143: Let the random variable It represent the monthly return of a portfolio of commodities futures. Let us denote the mean and variance of this random variable a and 02, respectively. The monthly commodity futures returns at are normally distributed; this can be denoted 3:, ~ N (p, 02). Suppose that the aforementioned portfolio has yielded the following returns over 17 consecutive months at, = {12,113, 2.1, 3.1, 1.0, 5.0, 0.8, 1.4, 3.8, 1.3, 6.1, 3.5, 2.9, 1.9, 0.7, 0.8, 1.9}. How likely it is that the portfolio yields a negative monthly return? Note: Ptease draw the necessary probability distribution graphs