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You have a position worth $5 million in Sohu. The volatility of Sohu is 2.5% per day. Use N=10 and X=99, the VaR = __________.

You have a position worth $5 million in Sohu. The volatility of Sohu is 2.5% per day. Use N=10 and X=99, the VaR = __________.

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