Consider a portfolio of three shares (A, B, and C). Their expected annual returns are 6%, 8%, and 5% respectively. The corresponding standard deviations are 12%, 17%, and 6%. The correlations are 0.25 between A and B, 0.18 between A and C, and 0.33 between B and C. Their portfolio weights are 40%, 40%, and 20%. Assuming the returns follow the multivariate normal distribution, calculate the one-year 0.5% Value-at-Risk (VaR) for this portfolio