A hedge fund has a 10-day loss distribution that is uniformly distributed over the interval (-$60 million, +$40 million). In other words, all outcomes between a loss of $40 million and a gain (profit) of $60 million are equally likely. What is the 10-day, 95% Value at Risk (VaR) for this hedge fund?

$35 million

$40 million

$30 million

$55 million