Normal probability distribution Assuming that the rates of return associated with a given asset investment are normally distributed, that the expected return, f, is 19.7%; and that the coefficient of variation, CV is 1.00, so the following questions: a. Find the standard deviation of retums, b. Calculate the range of expected return outcomes associated with the following probabilities of occurrence: (1) 68%, (2) 95%, (3) 99% a. The standard deviation of returns, (Round to three decimal places.) b. (1) The lowest possible expected return sociated with the 60% probability of occurrence is found to two decimal places.) The highest possible expected return associated with the 68% probability of occurrence is 1 (Round to two decimal places.) (2) The lowest possible expected return associated with the 95% probability of currence is (Round to two decimal plans.) The highest possible expected return e d with the 95% probability of occurrence Round to wo decimal places) (3) The lowest possible expected return associated with the probability of occurrence Round to two decimal ) The Highest possible expected return associated with the 90% probability of occurrence (Round to two decimal places)