Question: Please help with the following question: Assuming a daily expected return of 0.0384% and daily standard deviationof 0.996%, which of the following values is closest

Please help with the following question:

Assuming a daily expected return of 0.0384% and daily standard deviationof 0.996%, which of the following values is closest to the annual 5943 parametric VaR? Assume 250 (trading) days in a year. Portfolio size is $150 million. 0 a. $38 million 0 b. $600 million 0 c. $25 million

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