A newly hired quantitative analyst at a financial institution has been asked by a portfolio manager to calculate the VaR of a portfolio for 10-, 15-, 20-, and 25-day periods. The portfolio manager notices something wrong with the analyst's calculations. Assuming the annualized volatilities of daily returns for the four periods are equal, and that the daily returns are independently and identically normally distributed with a mean of zero, which of the following VaR estimates for this portfolio is inconsistent with the others?