Question: Please help with the following question: Assuming a daily expected return of 0.038496 and daily standard deviation of 0.996%, which of the following is the

Please help with the following question:

Assuming a daily expected return of 0.038496 and daily standard deviation of 0.996%, which of the following is the closest to 1% VaR for a $150 million portfolio? Express your answer in dollars. 0 a. $0.4 million 0 b. $2.4 million 0 c. $3.4 million 0 d.$1.4 million

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