An investor has $3,000 invested in stock A and $7,000 in stock B. The daily volatilities of A and B are 2% and 1.3% respectively and the coefficient of correlation is 0.65. What are the one day 90% VaR, 10 days 90% VaR, and the corresponding expected shortfall (you can assume that returns are multivariate normal). What is the benefit of diversification in this particular example?