A Portfolio Has a Current Value of $1000 $X$ Is Distributed Normally with Mean 100 and Standard Deviation 100

Multiple Choice

A portfolio has a current value of $1000. The annual profit $X$ is distributed normally with mean 100 and standard deviation 100. How much capital is adequate for the portfolio at a 95%-VaR?

A) $- 133$
B) $- 65$
C) $65$
D) $133$