Calculate cumulative probabilities based with assuming normality.

You manage a US core equity portfolio that is sector$-$neutral to the S&P$500$ Index $($its industry sector weights approximately match the S&P $500\text{'}$s$).$ Taking a weighted average of the projected mean returns on the holdings, you forecast a portfolio return of $12$ per cent. You estimate a standard deviation of annual return of $22$ per cent, which is close to the long$-$run figure for the S&P $500.$ For the year$-$ahead return on the portfolio, assuming normality for portfolio returns, what is the probability that your portfolio return will be equal to or less than the one$-$year T$-$bill rate of $5$ per cent?