Thank you for posting your question!
In order to solve this one you want to use either a Z table or technology like Microsoft Excel in order to convert the given probabilities over into the Z score values. When I do that I find that the cutoff Z values on this one would be -0.84 and +0.84, so it would be the second choice out of this list.
I hope that helps! Feel free to reach out via message for a lesson if you have any additional questions beyond that! :)