Following the 2008 financial crisis, regulators required banks to calculate stressed VaR in addition to current VaR. Whitmore Bank's current 10-day 99% VaR is $48 million, and its stressed VaR (calibrated to the 2007-2008 period) is $112 million. Under Basel 2.5, what is the minimum market risk capital charge if the multiplication factors for both current and stressed VaR are 3.0?