You are managing a portfolio comprising 5,000 deep in-the-money call options, 20,000 deep out-of-the-money call options, and 10,000 forward contracts on a non-dividend paying stock, TUV. TUV's current stock price is USD 52, with an observed annual volatility of 12%, and the market operates with 252 trading days in a year. Assuming that each contract represents one share of TUV, which of the following values would be approximately equal to the 1-day 99% Value at Risk (VaR) for this portfolio?