Question: Investment A has an expected return of $25 million and investment B has an expected return of $5 million. Market risk analysts believe the standard deviation of the return from A is $10 million, and for B is $30 million (negative returns are possible here). (a) If you assume returns follow a normal distribution, which investment would give a better chance of getting at least a $40 million return'? Explain. (b) How could your answer to part (a) change if you knew returns followed a skewed distribution instead of a normal distribution'? Explain briefly.