1. Obtain 5 years of data for any two stocks other than AAPL and GOOG. Perform Monte Carlo simulations for a portfolio of two stocks with weights 0.3 and 0.7. Use Normal distribution with constant variance for the simulations. Find 1-day VaR with p=1% for $1,000,000 portfolio of two stocks. Explain all the steps. Note: This example is given in Module 5, pages 9-10. Section 5.3 Monte Carlo Simulations for actual portfolio returns and VaR