If the expected change in a fixed income portfolio is $520,000 and the standard deviation of the estimated change in the portfolio is $2,275,500, the 95 percent value-at-risk (VaR) for this portfolio is closest to:
A$855,400.00.
B$3,743,197.50.
C$3,223,197.50.
D$4,598,597.50.
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