Teflon Bank's trading portfolio has a standard deviation of 3 percent based on daily changes in the portfolio value. The market value of the portfolio is $42 million. The bank uses adverse changes in portfolio value at 99th percentile to estimate VaR. What is the 10-day VaR of the bank's portfolio? (Please only provide the magnitude of VaR, i.e. without a minus sign, and round your answer to two decimal places in terms of millions of dollars and do not show the $ sign in the answer. e.g. if the answer is $$2.134 million, enter 2.13)