4. Suppose we have two assets as follows: Asset Expected Return 10% Y 15% Correlation coefficient between X and Y is 0.7 Standard deviation 12% 18% a. Suppose we invest Rp10 billion on X and Rp10 billion on Y. Calculate 95% Value at Risk for X and Y b. Suppose we create portofolio of X and Y (a total of Rp20 billion, Rp10 billion for each). Calculate 95% Value At Risk for the portfolio. You have to calculate standard deviation of the portfolio first. 4. Suppose we have two assets as follows: Asset Expected Return 10% Y 15% Correlation coefficient between X and Y is 0.7 Standard deviation 12% 18% a. Suppose we invest Rp10 billion on X and Rp10 billion on Y. Calculate 95% Value at Risk for X and Y b. Suppose we create portofolio of X and Y (a total of Rp20 billion, Rp10 billion for each). Calculate 95% Value At Risk for the portfolio. You have to calculate standard deviation of the portfolio first