I’ve been trying to understand the concept behind this problem but I don’t seem to get it. The question in the book asks: 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%?

The book has 9.68% listed as the answer and the explanation says using the Cumulative Z-Tables, the CDF for -1.3 is .0968 or 9.68%, my question is what is the reasoning on why they label 1.3 as a negative number to get the answer?