Harold Newman manages a portfolio of investment securities for acommercial bank. The portfolio has a current market value equal to $5,334,500with a daily variance of 0.0002. Over the years, the portfolio has increasedits proportionate holdings of equity securities, and Newman is concerned thatthe portfolio may be riskier than the bank's internal regulations allow.Calculate the annual VAR (5%) assuming there are 250 trading days in a year.
　　a. 2.33%.
　　b. 2.76%.
　　c. 36.89%.
　　d. 43.70%.
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