Leverage Cap From Two VaR Conventions

A linear book currently has 1-day 97.5% delta-normal VaR of 6 million. The risk committee instead limits 10-day 99% VaR to 25 million and assumes zero mean plus square-root-of-time scaling. If the book is levered by a factor L, what is the largest L allowed? Use z_0.975=1.96 and z_0.99=2.326.