Let x is n$,$ bracket open, mu$,$ sigma square, bracket close, if sigma square equals mu square, bracket open, mu is greater than $0,$ express capital P of x is less than minus mu given X is less than mu$,$ bracket close, in terms of cumulative distribution function of N of $0,1,$ the options are a$,2,$ bracket open, $1,$ minus $5,$ bracket open, $2,$ bracket close, bracket close, b$,$ none of these, c$,0\mathrm{.}5,5,$ bracket open, minus $2,$ bracket close, d$,2,$ bracket open, $1,$ minus $5,$ bracket open, minus $2,$ bracket close, bracket close. Give me one correct answer.