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Consider a portfolio that has invested $30,000 in stocks of Company A and $20,000 in stocks of Company B. Assuming the daily volatility of stock

Consider a portfolio that has invested $30,000 in stocks of Company A and $20,000 in stocks of Company B. Assuming the daily volatility of stock A is 2%, the daily volatility of stock B is 3%, and the correlation coefficient of the returns of the two stocks is 0.7, calculate the Var of this portfolio with a confidence level of 99% at 4 trading days.

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