Assume That $\mu$ Is Distributed Normally With $\mu$ = 0 $\sigma$ ² = 1

Multiple Choice

Assume that $\mu$ is distributed normally with $\mu$ = 0, $\sigma$ ² = 1.What is Pz = 1) ?

A) .8413
B) .1587
C) .3413
D) .0025
E) None of the above