What is the 6-month var of a $10 million portfolio with normally distributed returns at the 5% level? Assume the annual expected return is 12% and the annual standard deviation is 24%. 2.2 million 1.0 million 0.2 million 2.8 million What is the 6-month var of a $10 million portfolio with normally distributed returns at the 5% level? Assume the annual expected return is 12% and the annual standard deviation is 24%. 2.2 million 1.0 million 0.2 million 2.8 million