Suppose that a one-day 97.5% VaR is estimated as $13 million from 2,000 observations. The one-day changes are approximately normal with mean zero and standard deviation $6 million. Estimate a 99% confidence interval for the VaR estimate. Select one: O a. 10.073 to 13.723 O b. 12.077 to 13.923 o C. 11.077 to 15.923 O d. 13.077 to 13.923