Excess returns for stocks are determined by finding the difference between the return for a stock and the returns of firms in the market that have similar levels of risk. Suppose stocks listed on an exchange have a mean monthly excess return of $1\%$ and a standard deviation of $0\mathrm{.}5\%.$ We want to find the probability of a randomly selected stock resulting in a negative monthly excess return. Assume that the monthly returns are normally distributed.

What is $"$z$-$value" corresponding to finding out the probability of getting a negative monthly excess return?

Group of answer choices

$0$

$1$

$-1$

$2$

$-2$

None of the above