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A $300000 portfolio containing two stocks has an expected return of 0.03 per month and variance of 0.04. Assume that the monthly returns follow a

A $300000 portfolio containing two stocks has an expected return of 0.03 per month and variance of 0.04. Assume that the monthly returns follow a normal distribution.

calculate the 95% confidence level analytical absolute VAR of this portfolio during next quarter.
calculate the 99% confidence level analytical relative VAR of this portfolio during next month.

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