Hello, thank you for taking the time to post your question!
Essentially what the question is asking here is what the odds are of the Z value being between -0.52 and +0.52.
If you plug that into technology like Microsoft Excel I find the score to be 39.70%, which matches answer choice (c).
Hopefully that gets you moving in the right direction! Feel free to reach out if you have any questions beyond that on the simplification :)