Question: Please help me with this question Thanks 10f Assume a portfolio with an annual expected return of 5% and an annual standard deviation of 10%.

Please help me with this question Thanks

10f Assume a portfolio with an annual expected return of 5% and an annual standard deviation of 10%. The current value of the portfolio is 1,000,000. Assume 250 trading days in a year. Calculate the 1- day VaR at 99% confidence level (z:2.33)(reported as a positive value). 0 a. 14,736.21 O b. 95,000 0 c. 14,536.214

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