please help me with the following problem

5. (5 marks). Under Basel II a bank holds a portfolio of $750 million in AAA government bonds, $1000 million in AAA rated corporate bonds, $500 million secured mortgages, $500 million BB rated company securities, $250 million B- corporate securities. It has VaR (value at risk) for market risk of $30 million. The Basel risk weights are given in the table. The regulatory multiplier for market risk is 3 (before grossing up to credit equivalents). There is an 8% capital requirement. What is the minimum capital the bank must hold for this portfolio? 4 L Q5 cont.... 0 $ 160 million $ 170 million $ 180 million 0 $ 190 million