29. Suppose an investor owns U.S. Treasury securities which are currently worth $100,000. This investment consists of a laddered portfolio of various maturities. Because interest rates can change, the actual earnings over the next year are uncertain. However, the investment is expected on average to earn $1,000 over the next year with a standard deviation of $50. Assuming that the actual earnings on this investment are distributed consistent with a Normal distribution, which of the following would most likely represent a 5% VaR in one year for this investment? (2 points Extra Credit) a. A profit of $950 or less b. A profit of $918 or less c. A profit of $900 or less d. A loss of $950 or more e. A loss of $918 or more f. A loss of $900 or more g. A loss of $18 or more