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A portfolio consists of a $175,000 investment in stock A and a $175,000 investment in stock B. Daily volatilities of both assets are.95% and that

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A portfolio consists of a $175,000 investment in stock A and a $175,000 investment in stock B. Daily volatilities of both assets are.95% and that the coefficient of correlation between their returns is 0.62. What is the 7-day 98% value at risk for the portfolio

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