consider the following information.
   you have purchased 10,000 barrels of oil for delivery in one year at a price of $25/barrel. the rate of change of the price of oil is assumed to be normally distributed with zero mean and annual volatility of 30%, margin is to be paid within two days if the credit exposure becomes greater than $50000. there are 252business days in the year.
   assuming enforceability of the margin agreement,which of the following is the closest number to the 95% one-yearcreadit risk of this deal governed under the margining agreement?


A.  $50,000
B.  $58,000
C.  $61,000
D.  $123,000

答案选c。是50000+1.645*30%*sqrt（2/252）*250000=61000

这是为什么啊，谢谢。