Ranking Probabilities for Difference of Means

Two independent random samples, each of size 50, are drawn from populations with standard deviations of 8 and 12, respectively. The standard error for the difference in sample means, $\bar{x}_1 - \bar{x}_2$, is calculated as $\sqrt{\frac{8^2}{50} + \frac{12^2}{50}} \approx 2.04$. Assuming the true difference in population means is 0, which of the following correctly ranks the events below in order of increasing probability?

A: The difference in sample means is less than -5.
B: The difference in sample means is greater than 3.
C: The difference in sample means is greater than 0.
D: The difference in sample means is between -2 and 2.