A trader has invested equal amounts in Stock A and Stock B and knows the following:

• Stock As daily average return is 0% and its daily standard deviation is 2%.
• Stock Bs daily average return is 0% and its daily standard deviation is 3%.
• The stocks have a correlation of 0.4.

If returns are assumed to be normally distributed, calculate the 10 day Value-at-Risk (VaR) for this portfolio at the 99% level