The Capital Asset Pricing Model $($CAPM$)$ is a financial model that assumes re$-$ turns on a portfolio are normally distributed. Suppose a portfolio has an average annual return of $14\mathrm{.}7\%($i$.$e$.$ an average gain of $14\mathrm{.}7\%)$ with a standard deviation of $33\%.$ A return of $0\%$ means the value of the portfolio doesn$$t change, a negative return means that the portfolio loses money, and a positive return means that the portfolio gains money.

$($a$)$ What is the probability of this portfolio losing money, i$.$e$.$ have a return less than $0\%?$