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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 RiskMetric 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 RiskMetric approach with =0.99

Table 1
time return conditional variance
yesterday -0.0113 1.5E-5
today 0.0025

Note that expression XE-Y should be read as X10-Y Please provide your answer in fractions of one (i.e. 5.36% as 0.0536)

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