34. Suppose we have a stock portfolio with two equal weighted stocks with same expected weekly return of 5%. The standard deviation of the first stock is 3% weekly and the standard deviation for the second tock is 5% weekly. The correlation between the two stocks is 0.5 . The portfolio value is $100 million. What is the 5% monthly dollar incremental VaR of the second stock? (Hint: The critical value for 5% ercentile of a normal distribution is 1.65 ). a. $1.55 miltion b. 50.43 milition c. $2.38 million d. $1.88 milition e. $1.72 million