A newly hired quantitative analyst at a financial firm is assigned by a portfolio manager to calculate the Value at Risk (VaR) for a portfolio over 10-day, 15-day, 20-day, and 25-day periods. The portfolio manager, however, notices an inconsistency in the analyst's results. The context provided specifies that the annualized volatilities for the daily returns over these time horizons are equal. The daily returns are also assumed to be normally distributed, independent, and have a mean of zero. Based on this information, determine which of the following VaR figures for the portfolio is inconsistent with the others?