Find the VaR at the 99 % level over 2 months by simulation for a portfolio of two stocks with parameters: for the first: S₀ = 20, μ = 3%, volatility = 26 %, for the second: S₀ = 40, μ = 1 %, volatility = 33%. Assume that the stocks are correlated, variously, ρ = 0.9, ρ = 0.2, ρ = −0.8.