Assuming that the daily changes in a portfolio's value follow a normal distribution with a mean of zero and a standard deviation of R6 million. Calculate the following risk metrics: a) Determine the one-day 99% Value at Risk (VaR). b) Compute the five-day 97.5% VaR. c) Calculate the five-day 99% VaR. d) Which two parameters play a role in the calculation of VaR