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MSW A risk management officer at a bank is interested in calculating the VaR of an asset that he is considering adding to the bank's portfolio. If the asset has a daily standard deviation of returns equal to 1.4% and the asset has a current value of $5,300,000. (Z-Score: 2(90%) = 1.28, Z(95%) = 1.65, Z(99%) = 2.33) 1. The 90% percentage VaR is 1.6 nearest tenth. E.g., 2,452 => 2.5) %. (Note: Do not need to put minus sign: Round to the 2. The 99% dollar VaR is $ nearest Integer. E.g. 2,64 => 3) (Note: Do not need to put minus sign: Round to the