Given the following information about the recent portfolio returns and their conditional variance, please provide a 1% Value-at-Risk for tomorrow's return using the RiskMetric approach with =0.99

Table 1

time	return	conditional variance
yesterday	-0.0113	1.5E-5
today	0.0025

Note that expression XE-Y should be read as X10^-Y Please provide your answer in fractions of one (i.e. 5.36% as 0.0536)