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Calculate the Value - at - Risk for the following portfolio at a 9 9 % confidence level ( scaling factor is 2 . 3

Calculate the Value-at-Risk for the following portfolio at a 99% confidence level (scaling factor is
2.33) for a 10-day holding period. Is there any diversification benefit?
Gvt Bond
Equity
Correlation between the bond and equity returns: -0.50
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