A banker manages a 1 million stock portfolio with a 1-day volatility of 0.2 and 1-day mean return of 0. The banker calculated a Value of Risk of 0.25631, but forgot whether he/she calculated the Value at Risk for a 90 precent, 95 percent, 99 percent, or 99.5 percent confidence interval. Calculate based on the information provided the correct confidence interval. Give the confidence interval with two digits after the decimal point (e.g. 0.90).