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Question on Common Probability Distribution

Please help me understand the reason for the answer of the following question which is the 29th question on the pg - 244 in the Schweser Notes June-Dec 2018 :

Portfolio A has a safety-first ratio of 1.3 with a threshold return of 2%. What is the shortfall risk for a threshold return of 2% ?

A. 9.68%



Answer - A 

What is the reason for this answer ? 

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P(z < −1.3) = 0.0968.

Simplify the complicated side; don't complify the simplicated side.

Financial Exam Help 123: The place to get help for the CFA® exams

Was the negative sign missing in the question? Or would the safety ratio always be negative? I remember the ratio being positive most of the time.