A Monte Carlo model has generated 100 runs of possible output over 1-week periods. The average return and standard deviation are 5.7% and 2.1% respectively. The worst six outcomes are 0.5%, 1.5%, 1.6%, 0.3%, 0.7% and 0.5%. The portfolio is known to include extensive option positions. 

Calculate the 1-week VaR at 95% confidence level.