A large corporation has an investment portfolio that is worth $10,000,000. Suppose a daily return of the portfolio is normally distributed with mean zero and standard deviation of $105,000. (a) Find a minimum daily loss that has a 5% chance to occur. (b) Find a minimum amount that the portfolio will be worth by tomorrow"s close with a 95% chance. (c) Assuming that the distribution of return stays the same, find the value at risk at 5% over one week period (5 business days).