Question: Question 7 5 points Save Ansy A portfolio has a starting value of $250 million. Assume the expected return is 1.2% over the next six

Question 7 5 points Save Ansy A portfolio has a starting value of $250 million. Assume the expected return is 1.2% over the next six months, with a standard deviation of 1%. Assume normal distributions. What is the value at risk at the 5% level? A. Less than $1 million B. Greater than or equal to $1 million but less than $2 million C. Greater than or equal to $2 million but less than $5 million D. Greater than or equal to $5 million
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