Find the Value of µ, If X Is a Normal

Short Answer

Find the value of µ, if X is a normal random variable, with standard deviation 2, and 2.5% of the values are below 1? $$\begin{array} { | l | l | } \hline \text { A. } & - 2.92 \\\hline \text { B. } & 1.96 \\\hline \text { C. } & 4.92 \\\hline \text { D. } & \text { None of these choices are correct. } \\\hline\end{array}$$