11.40. Consider a risky investment project. The expected NPW of the project is $120 million and its standard deviation is estimated to be $50 million. Assuming that the NPW is distributed with these values, a) Calculate the probability that the NPW would be negative b) Determine the VaR at 95% confidence level. How would you interpret the VaR of this project, if the project is a part of an investment portfolio of the firm