Consider a risky investment project. The expected NPW of the project is $160 million and its standard deviation is estimated to be $55 million. Assume that the NPW is distributed with the mean and standard deviation above. Click the icon to view the table of standard normal probabilities. (a) Calculate the probability that the NPW would be negative. The probability that the NPW would be negative is %. (Round to two decimal places.) (b) Determine the VaR at 99% confidence level. At 99% confidence level, the VaR is $ million. (Round to two decimal places.) How would you interpret the VaR of this project, if the project is a part of investment portfolio of the firm? Select the correct choice from the drop-down menu below. Based on the VaR, the project will result in a