A bank has an inventory of 25 million British pounds (£) whch is subject to market risk. The spot exchange rate is $1.60/£. The volatility o'of the spot exchange rates of the £, based on the daily changes of spot rates over the past six months, is 45 bp. Use adverse rate changes in the 99th percentile, which of the following is true? A. The bank's 10-day VAR for British pounds (£) is $4,194,000. B. The bank's DEAR is $262,125 C. The bank's DEAR is $419,400 D. The bank's estimated potential adverse move in exchange rate is 0.0045% E. The bank's DEAR is $163,828