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　　A portfolio includes a position of $1 million invested in DEF shares. The price volatility of the shares over one week is 0.5%. The bid-ask spread is a constant 0.6%. What is the 1-week liquidity adjusted VAR (LVAR) for this position at the 95% confidence level?
　　A.     $1,000.
　　B.     $5,250.
　　C.     $8,000.
　　D.     $11,250.
　　Answer: D