Assume the average return for blue chip common stocks is 12%, the stdev of their returns is 2%, and the returns are normally distributed. Which is not true?

A) A 2.5% change exists of getting a return greater than 32% on blue chips

B) a 0.5% chance exists of getting a return less than -48% on blue chips

C) you would expect a return on blue chips to fall below -28% or above 52% about once every 20 years

D) the chance of the returns falling within three standard deviations of the mean is 99%