Answer
P=0.0802, $z=\pm1.96$.
Work Step by Step
The P is the probability of the z-score being more than 1.75 or less than -1.75 is the sum of the probability of the z-score being less than -1.75 plus 1 minus the probability of the z-score being less than 1.75, hence:P=0.0401+1-0.9599=0.0802 .The critical value is the z-score belonging to 0.025 to the left or right, hence $z=\pm1.96$.
