Your portfolio value today is $$10,000,000.$ You calculate VaR for the daily return of the

portfolio and found that $99\%-$VaR$=$VaR,$1\%=0\mathrm{.}015.$ The average of VaR for past $60$

days is $0\mathrm{.}010.$ You are in green zone and the capital charge for specific risk is $$10,000.$

Calculate the value of the capital requirement.