A 4-year note with annual coupon payments has a face value of $1,000, duration of 3.647, and yield to maturity of 5.47%. The average monthly change in the yield is 0 basis points and the standard deviation of such changes is 23.4 basis points. The value at risk (VAR) at the 99% confidence level is estimated to be $15.78. The appropriate critical value is 2.33. What is the note's price, to the nearest $0.01?

Can you please please elaborate on how to get VAR in the steps. Most of them have the numbers plugged in but when I go to multiply in my calculator I will get a completely different answer. The answer should be $837.01 I just really need help understanding how to get it. Thank you !!!