Suppose an investor shorts a straddle (a call option + a put option with the same strike price) with the following parameter values: S = 200, K = 250, = 0.30, RF = 0.05, q = 0, T = 5 years, and the interest rate, volatility, and the dividend yield are all given as annual values.

Assuming that average daily returns are approximately zero, what is the 5% daily Delta-Gamma VaR of the short straddle position in dollars? Use 3 decimal places for your answer. (If you need to round the Gamma in an intermediate step, please use at least *6 digits*.)