CC Bank has trading positions with a current net value of $80,000, an expected 10- day return of 0.20%, and a 10-day return volatility of 2.4%. What is the 10-day 97.5% ES of this portfolio under the variance-covariance method? Note: Your answer in must accurate to the nearest dollar. CC Bank has trading positions with a current net value of $80,000, an expected 10- day return of 0.20%, and a 10-day return volatility of 2.4%. What is the 10-day 97.5% ES of this portfolio under the variance-covariance method? Note: Your answer in must accurate to the nearest dollar