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the set can be either (4,4,4) or (2,4,6) or so.
STD deviation is 0 or approx 2 (considering the differences only).
Hence a clean E here.
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Does normal distribution as said in the question mean that the numbers in the set are in some sequence?

if we look at it that way

statemene 1: mean is 4

sum of all the elements could be 12, 16, 20

2 4 6

0 2 4 6 8 etc ...

second option

median is 4: there for there are equal number of digits before are after 4

possible values are,

246
02468

now, combining 1 and 2. the only result that has a sum of 20, mean 4, median 4 and in normal distribution is 02468

here is the dictionary definition for normal distribution:

Statistics) Statistics a continuous distribution of a random variable with its mean, median, and mode equal,

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