Answer
P=0.0124, z=±1.96.
Work Step by Step
The P is the probability of the z-score being more than 2.5 or less than -2.5 is the sum of the probability of the z-score being less than -2.5 plus 1 minus the probability of the z-score being less than 2.5, hence:P=0.0062+1-0.9938=0.0124. The critical value is the z-score belonging to 0.025 to the left or right, hence z=±1.96.
