VaR using normal distribution table

A bank has estimated that the expected value of its portfolio in two weeks time will be $50m with a stadard deviation of $4.85m.

Using a 95% confidence level, identify the value at risk.

( x -50) / 4.85 = -1.65

My question is ..,, how -1.65 came ..,,?? Im so confused with it ..,,plz explain it in detail so that i fully understand it ..,,
Thanx in advance