Regulators calculate that DLC bank will report a profit that is normally distributed with a mean of $0.6 million and a standard deviation of $2 million. How much equity capital in addition to that in Table 2.2 should regulators require for there to be a 99.99% chance of the capital not being wiped out by losses?

Assets		Liabilities and Net Worth
Cash	5	Deposits	90
Marketable Securities	10	Subordinated Long-term Debt	5
Loans	80	Equity Capital	5
Fixed Assets	5
Total	100	Total	100

Table 2.2 Summary Balance Sheet for DLC at End of 2015 ($ millions)