You own a fixed income portfolio with a single 11-year zero-coupon bond currently worth $100 million and paying an annual yield of 5%. During the past 40 trading days there were 4 days when the yield on these bonds did not change, 8 days when the yield increased 1 basis point, 9 days when the yield decreased by 1 basis point, 6 days when the yield increased by 2 basis points, 4 days when the yield decreased by 2 basis points, 4 days when the yield increased by 3 basis points, 2 days when the yield decreased by 3 basis points, 2 day when the yield increased by 10 basis points, and 1 day when the yield increased by 14 basis points. What is the 1 day 90 % VAR for this portfolio using historical simulation?