A stock has an expected return of 8% and an annualized return standard deviation (i.e., annual volatility) of 15%. Assuming the stock's returns are normally distributed, and ignoring compounding of returns, what is the stock's 4-year VaR(5%) using a single-tail test? [you may assume +/- 1.65 standard deviations covers 90% and +/- 2 standard deviations covers 95% of the full distribution, respectively.] A. -42% B. -28% C. -25% D. -17.5%