Consider the earlier case of an investor holding $50 million face value of a 15-year bond with a coupon of 2.75%, a current YTM of 3.528%, and a price of 91 per 100 of face value. What is the VaR for the full bond price at a 99% confidence interval for one month (assuming 21 trading days in the month) if daily yield volatility is 1.75% and we assume a normal distribution?