What is the probability that the mean duration of these patients' pregnancies will be less than 264 days?

The mean is 262.

I know you have to put in Normal CDF, but what in the parenthesis?

Also, how is the answer 0.916?

You have not provided the value of sigma.

P( x< 264 | mu =262, sigma)

This is same as

P( z < (264-mu)/sigma) )

You can compute (264-mu)/sigma and then you can refer to normal tables or excel normdist function

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