Question: MTM is defined by a normal distribution with mean = $ 10 million and std dev= $20 million. Confidence level is 95%. What is EE

MTM is defined by a normal distribution with mean = $ 10 million and std dev= $20 million. Confidence level is 95%. What is EE and PFE ?

Can you explain how I would put this into Excel to solve? Thank you :)

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