Question 2 Not yet answered Marked out of 1.00 p Flag question A trader wishes to unwind a position of 60 million units in an asset over 10 days. The dollar bid-offer spread as a function of daily trading volume, q, is a+be where a=0.2, b=0.1, and c=0.08 and q is measured in millions. The standard deviation of the price change per day is $0.1. what is the optimal strategy that maximises the %95 confidence level for the costs? Select one: O a. VaR - $10.05 b. VaR = $9.90 c. VaR - $15.72 d. VaR - $13.24