Consider a $20 million portfolio of stocks. The worst 10 annual returns for the portfolio given below. They were generated by a Monte Carlo simulation from a normal distribution of returns for the portfolio, with an expected annual return of 14.8 percent and a standard deviation of 20.5 percent and the total number of random outcomes of 400. -0.295 -0.293 -0.261 -0.256 -0.255 -0.243 -0.232 -0.224 -0.203 -0.203 Compute the 5% monthly VaR, if the 10 returns above were the worst returns from a historical 10 year period of monthly returns. Select one: a. 5.12m O b. 4.86m O c. 2.28m O d. 3.12m Consider a $20 million portfolio of stocks. The worst 10 annual returns for the portfolio given below. They were generated by a Monte Carlo simulation from a normal distribution of returns for the portfolio, with an expected annual return of 14.8 percent and a standard deviation of 20.5 percent and the total number of random outcomes of 400. -0.295 -0.293 -0.261 -0.256 -0.255 -0.243 -0.232 -0.224 -0.203 -0.203 Compute the 5% monthly VaR, if the 10 returns above were the worst returns from a historical 10 year period of monthly returns. Select one: a. 5.12m O b. 4.86m O c. 2.28m O d. 3.12m