Consider a position consisting of a $$197,170$ investment in Robinhood Markets, Inc. $($HOOD$)$ and a $$241,580$ investment in PepsiCo, Inc. $($PEP$).$ Suppose that the daily volatilities of these two assets are $6\mathrm{.}58\%$ and $4\mathrm{.}12\%$ respectively and that the coefficient of correlation between their return is $0\mathrm{.}4168.$ In accordance with the normally distributed returns, the $16-$day $95\%$ Value at Risk $($VaR$)$ for HOOD is closest to