Can anyone help me with this question? Why is the answer 377? I just couldn't solve for it.

Question 2 The first risky asset has expected return 1= 0.16 and standard deviation 61 =0.4. The second risky asset has the expected return 2= 0.1 and standard Correct deviation 02 =0.2. The correlation p12 =0 and the expected return on the risk-free asset is 0.01. Mark 1.00 out of The VaR at 5% on the investment of 1000 $ in the Tangency portfolio of these assets is: 1.00 (round up the weights to one decimal, keep one decimal in the standard deviation of the portfolio, keep 3 decimals in the expected value of Flag question the portfolio). O a. 606 O b. 295 O c. 518 O d. 377 v Your answer is correct. The correct answer is: 377