Answer the following question. Show all your work. An investor holds a portfolio of two currencies: 10,000 Euros (C) and 15,000 Swiss Francs (Fr). The exchange rates are $0.90/ and $0.96/Fr, respectively. The daily volatilities of the exchange rates of the and Fr are 85 bp and 60 bp, respectively. What is the investor's 10-day VaR for both currencies at 99 percent confidence level