Suppose daily losses (gains) from trading are independent and normally distributed with mean zero. Calculate in terms of the standard deviation of the daily losses (gains). The basic Basel i regulatory capital requirement assuming calculated as 3 times the ten-day VaR. Select one: a. 25.490 where o is the standard deviation of daily gains/losses b. 22.07 c. 25.49 d. 22.070 where o is the standard deviation of daily gains/losses Suppose daily losses (gains) from trading are independent and normally distributed with mean zero. Calculate in terms of the standard deviation of the daily losses (gains). The basic Basel i regulatory capital requirement assuming calculated as 3 times the ten-day VaR. Select one: a. 25.490 where o is the standard deviation of daily gains/losses b. 22.07 c. 25.49 d. 22.070 where o is the standard deviation of daily gains/losses