4. Suppose we have two assets as follows Asset Expected Return Standard Deviation X 15% 17% Y 20% 22% Correlation coefficient between X and Y is 0.7 a. Suppose we invest Rp10 billion on X and Rp10 billion on Y. Calculate 90% Value at Risk for X and Y b. Suppose we create a portfolio of X and Y (a total of Rp20 billion, Rp10 billion for each). Calculate 90% Value At Risk for the portfolio. You have to calculate standard deviation of the portfolio first