Burpy Bank holds a portfolio of annual coupon bonds that is valued at $380 million. The modified duration of the bond portfolio, i.e., duration/(1+yield), is 10 years. Based on the past 2-year daily data, the Market Risk Analytics team estimates the following statistics for the daily yield changes: The daily yield changes have a mean = -0.2% and standard deviation = 0.4%. There is 5 percent chance that the yield will decrease by more than 0.4% over a day, and there is also 5 percent chance that the yield will increase by more than 0.8% over a day. What is the DEAR under a 5-percent most adverse market movement scenario for each of the following positions of Burpy Bank: 1) Suppose the bank holds a LONG position in the portfolio and assumes the daily yield changes follow a normal distribution. $ million (Give answer to 2 decimal places in $ millions. Please only provide the magnitude of DEAR, i.e. without a minus sign.) 2) Suppose the bank holds a SHORT position in the portfolio and assumes the daily yield changes follow a normal distribution. $ million (Give answer to 2 decimal places in $ millions. Please only provide the magnitude of DEAR, i.e. without a minus sign.) 3) Suppose the bank holds a SHORT position in the portfolio and assumes the daily yield changes follow a normal distribution but are NOT independently distributed across days. $ million (Give answer to 2 decimal places in $ millions. Please only provide the magnitude of DEAR, i.e. without a minus sign.)