Question: - The following table provides the probability distribution of changes in portfolio value in one trading day. Change in porfolio value -$5,000,000 or worse $4,000,000

- The following table provides the probability distribution of changes in portfolio value in one trading day. Change in porfolio value -$5,000,000 or worse $4,000,000 to -$4,999,999 -$3,000,000 to -$3,999,999 $0 to -$3,000,000 $0 to +$3,000,000 +$3,000,000 to +$3,999,999 +$4,000,000 to +$4,999,999 Probability 0.05 0.10 0.15 0.20 0.20 0.15 0.10 +$5,000,000 or better 0.05 What is the 1-day Value-at-Risk at 15% probability for the portfolio? A. $3,000,000 B. $4,000,000 C. $3,999,999 D. $5,000,000 E. $4,999,999

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