Investment a Has an Expected Return of 7

Multiple Choice

Investment A has an expected return of 7.8% with a standard deviation of 2%.Investment B has an expected return of 7.2% with a standard deviation of 3.1%.Which stock is more likely to have a return greater than 10%?

A) Stock A
B) Stock B
C) The probability is the same for both A and B.
D) Unable to determine.