2 . Suppose that the daily returns ( RA , RB ) on Stocks A and B have a bivariate normal distri butions 0.0002 R 0.0008 and variance (0.0903 0.0902 0.0002 0.0004 This implies in particular that RAN ( 0.0902 0.0003 ) , RB ~ ( 0.0003 0.0004 ) and for any a and b , aRA + ORB~ N ( 0.0002a + 0.00036 0.09039 2 + 0.09046 2 + 0.0004ab ) ( a ) Suppose that you hold a $1000 position in Stock A ( i . So - 1090 ) , compute VaRA ( 0.05 ) ( b ) Suppose that you hold a $1000 position in Stock A ( i . e So - 1000 ) , compute VaRig ( 0.05 ) What is Val ( 105) of a portfolio holding 500 is Stock A and 500 in Stock B