Answer:
c.My grade is 0.87 standard deviations above the mean.
Explanation:
given that the z-score of your grade on this Statistics exam turns out to be z=0.87.
Z score is nothing but std normal variate
Any normal distribution can be converted into std normal by the transformation
Z =

Thus when z=0.87 we mean
x = Mean +0.87 sigma
Or my grade is 0.87 std deviations above the mean
Hence option C is right.
c.My grade is 0.87 standard deviations above the mean.