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Given the following information about the recent portfolio returns and their conditional variance, please provide a 1% Value-at-Risk for tomorrow's return using the RiskMetrics approach

Given the following information about the recent portfolio returns and their conditional variance, please provide a 1% Value-at-Risk for tomorrow's return using the RiskMetrics approach with =0.94

Time	Return	conditional Variance
Yesterday	-0.0215	0.000021
Today	0.0035	?

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