A Portfolio Has a Current Value of $1000 $X$ Is Distributed Normally with Mean 100 and Standard Deviation 100

Multiple Choice

A portfolio has a current value of $1000. The annual profit $X$ is distributed normally with mean 100 and standard deviation 100. What is the probability that the portfolio will be worth less than 800 after one year?

A) 0.0014
B) 0.0062
C) 0.0228
D) 0.1587