You own $1,000,000 principal value of a bond. The average one-day change in the price of the bond +0.3% of price (i.e. 0.003). The standard deviation of one-day price changes is 0.5% of price (i.e. 0.005). What is the 1-day VaR of this holding at the 99% confidence level, assuming that the Expected Loss IS significantly different from zero