Question 22 Not yet answered Marked out of 1.00 p Flag question The probability that the loss from a portfolio will be greater than $10 million in one month is estimated to be 5%. (0) What is the one-month 99% VaR assuming the change in value of the portfolio is normally distributed with zero mean? (ii) What is the one-month 99% VaR assuming that the power law applies with a = 3? Select one: a. $14.14 million and $14.10 million b. $12.14 million and $17.10 million c. $14.14 million and $17.10 million d. $11.14 million and $11.10 million