Choose two uncorrelated stocks and form an equal-weighted portfolio by establishing a long position in stock 1

Question:

Choose two uncorrelated and form an equal-weighted by establishing a long position in stock 1 and a short position in stock 2. Find the conditional 1% and 5% VaR of this Stocks
Stocks or shares are generally equity instruments that provide the largest source of raising funds in any public or private listed company's. The instruments are issued on a stock exchange from where a large number of general public who are willing... Portfolio
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...