The probability that the loss from a portfolio will be greater than $10 million in one month is estimated to be 5%. (i) What is the one-month 99% VaR assuming the change in value of the portfolio is normally distributed with zero mean? (ii) What is the one-month 99% VaR assuming that the power law applies with a=3? Select one: a. $14.1m and $17.1m b. $14.143m and $17.1m O C. $14.143m and $17.143m d. $14.134m and $17.143m