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Question 28 1 pts Imagine that you are managing a trading portfolio with 100.000 shares of Deutsche Telecom (DT). The current price is 5 Euros per share. The standard deviation of the daily return on DT estimated over the past 3 months is 4 percent. The S/Euro exchange rate is currently 1.1 (that is 51.1 - 1 Euros), and the standard deviation of the percentage change in the exchange rate is 2% per day, again using the past 3 months of data. Also, the correlation between the percentage change in the exchange rate and the return on DT is estimated to be equal to 0.2. Use delta normal to compute the I-day, 99% VAR for the same trading portfolio from the perspective of a US bank (ie, in US dollars). O 75,162 0 71.117 O 59,027 0 61,725 O 62,719