Normal probability distribution Assuming that the rates of return associated with a given asset investment are normally distributed that the expected return, is 12.6%; and that the coefficient of variation, CV, is 0.84, answer the following questions: a Find the standard deviation of returns, or 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 retums, , is 10.584 % (Round to three decimal places.) b. (1) The lowest possible expected return associated with the 68% probability of occurrence is 2,02% (Round to two decimal plan) The highest possible expected retum associated with tho 68% probability of occurrence in 23.18% (Round to two decimal place) (2) The lowest possible expected return associated with tho 96% probability of occurrence - (Round to two decimal places)