I would like the answer step by step

A normal distribution has

-Excess kurtosis of 3

-Has zero skewness

-Has zero kurtosis

For a standard normal distribution, F(0) equals:?

-Infinity

-1

-0.5

-0

Calculate a 95% confidence interval for a portfolio return with a normal distribution for returns. The mean return is 10% and the standard distribution is 10%.

-55.12,-31,12

-29.6,-9.6

-48.3,-24.3

In a city, annual household incomes are normally distributed with a mean of $175,000 and a standard deviation of $250,000. What is the percentage of households with income greater than $150,00

-64.06

-35.94

-84.13

-15.87

VarA= 225 and VarB= 100. The coefficient of correlation between A and B is -1. The fraction of A in the minimum variance portfolio is:

-0.6

-0.5

-0.4

-0

VarA=225 and VarB=100 above what threshold coefficient of correlation diversification benefits are not possible is:

-0.44

-0.67

-0.89

-1.00