4. Suppose that the change in the value of a portfolio over one-day time period is normal with a mean of zero and a standard deviation of $2 million. a. What is (a) the one-day time 97.5% VaR? b. The five-day 97.5% VaR? c. The five-day 99% VaR? d. What difference does it make to your answer if there is first-order daily autocorrelation with correlation parameter equal to 0.16