A risk management officer at a bank is interested in calculating the VaR of an asset that he is considering adding to the banks portfolio. If the asset has a daily standard deviation of returns equal to 1.4% and the asset has a current value of $5,300,000. (Z-Score: Z(90%) = 1.28, Z(95%) = 1.65, Z(99%) = 2.33) 1. The 90% percentage VaR is [A]%. (Note: Do not need to put minus sign; Round to the nearest tenth. E.g., 2,452 => 2.5) 2. The 99% dollar VaR is $[B]. (Note: Do not need to put minus sign; Round to the nearest integer. E.g., 2,64 => 3)