Musnad Ahmad 33:1152

Ahmad ibn Abd al-Malik narrated to us, al-Khattab ibn al-Qasim narrated to us, from Khasif, from Abu al-Zubayr, from Jabir, who said: The Messenger of Allah (peace and blessings of Allah be upon him) said: "When the drop (nutfah) settles in the womb for forty days—or forty nights—Allah sends an angel to it. The angel says: 'O Lord, what is its provision?' It is told to him. Then he says: 'O Lord, what is its appointed time (lifespan)?' It is told to him. Then he says: 'O Lord, male or female?' It is made known. Then he says: 'O Lord, wretched or happy?' It is made known."