An investor has invested in a portfolio comprising of three assets, X, Y and Z worth Ksh 100 million cumulatively distributed as follows; X -30 million, Y- 40 million and Z- 30 million . The standard deviation of the portfolio returns are given as; X = 0.016393, Y= 0.01427 and Z= 0.1538 while= -0.19055

Compute the VaR of this portfolio with a 99% confidence level over the coming:

day, week, month and year assuming there are five trading days in a week