Suppose that a bank purchased 15 million shares of Company E. The shares are bid $34.2 and offer $35.4. The mean and standard deviation of the bid-ask spread are 0.034483 and 0.054, respectively What is the cost of liquidation that we are 99% confident will not be exceeded (1.e., in a stressed market condition)? O 2.402 O 0.259 O 1.201 Suppose that a bank purchased 15 million shares of Company E. The shares are bid $34.2 and offer $35.4. The mean and standard deviation of the bid-ask spread are 0.034483 and 0.054, respectively What is the cost of liquidation that we are 99% confident will not be exceeded (1.e., in a stressed market condition)? O 2.402 O 0.259 O 1.201