7. (10%, Risk Analysis) Suppose you have a portfolio of $200k in equity, due to the impact from recent COVID-19, the volatility (STD) of your portfolio has moved up to 5% per day. Assuming that the expected (mean) daily change in the value of the portfolio is zero and that the change in the value of the portfolio is normally distributed, what is your 99% VaR over one day? Will a 95% VaR be higher or lower? Note: VaR (Value at Risk) is the loss level that will not be exceeded in a given time period with a specified probability