A trader has invested $20,000 in Stock X and $30,000 in Stock Y. She knows the following:

Stock Xs daily average return is 0% and its daily standard deviation is 3%. Stock Ys daily average return is 0% and its daily standard deviation is 4%. The stocks have a correlation of 0.2.

If returns are assumed to be normally distributed, calculate the 10 day Value-at-Risk for this portfolio at the 95% level.