For Pie Inc., the gain from a project is equally likely to have any value between -$0.20 million and +$0.80 million. What are the 95% value-at-risk and expected shortfall, respectively? [Hint: the distribution is uniform.]

Select one: a. $0.10 million, $0.175 million b. $0.15 million, $0.175 million c. $0.10 million. $0.15 million d. $0.175 million, $0.15 million e. $0.15 million, $0.15 million