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Got stuck on this question..... PLEASE HELP

A stock market rises by an average of 10% a year and the standard deviation of returns is 6%. The probability of the stock market falling by more than 2% in a year is closest to:
A. 2.3%
B. 4.6%
C. 15.9%
D. 31.7%
I know I can just look up the answer but I don’t know how they got there. I need some help on this question, anyone?
Thanks in advance

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