Question Your firm purchased 500 units of equity-linked CDs which guarantees you the original principal $2000 with effective annual interest 3%, plus 70% of the percentage increase in DJIA index price over the 1-year period. The current DJIA price is 25669, and you model the DJIA index price at time t using: Spia(t) = 25669e0.16+0.06Z4where Z_ follows a normal distribution with mean 0 and variance t. Determine the Value-at-Risk at a = 10% for your investment return. Possible Answers A 3.0% B 3.8% C 4.6% D 5.4% E 6.2% Question Your firm purchased 500 units of equity-linked CDs which guarantees you the original principal $2000 with effective annual interest 3%, plus 70% of the percentage increase in DJIA index price over the 1-year period. The current DJIA price is 25669, and you model the DJIA index price at time t using: Spia(t) = 25669e0.16+0.06Z4where Z_ follows a normal distribution with mean 0 and variance t. Determine the Value-at-Risk at a = 10% for your investment return. Possible Answers A 3.0% B 3.8% C 4.6% D 5.4% E 6.2%