The question does not refer to the event that $X$ is less than an amount that is one standard deviation more than the mean. Rather, it asks about the event that $X$ is less than the mean by more than one standard deviation.
Look at this phrase: $$ X < \mu\text{ by more than one }\sigma. $$ That's the same as $$ X< \mu-\sigma. $$ That is **not** the same as $$ X\
ot>\mu+\sigma. $$ Remember what the standard deviation of an exponential distribution is, and go on from there.