A bank has a call option on one stock and a put option on the same stock. The stock price is $50, volatility is 28% per annum. For the call option, the strike price of the first option is $50, and the time to maturity is 9 months. For the put option, the strike price is $19, and the maturity is one year. The interest rate is 5% per annum and the stock does not pay a dividend. Calculate 10-day 99% VaR of this portfolio by using deltas.