I need the step by step solusion of this question.

The first risky asset has expected return M1 = 0.16 and standard deviation 01 =0.4. The second risky asset has the expected return H2= 0.1 and standard deviation 02 =0.2. The correlation P12 =0 and the expected return on the risk-free asset is 0.01. The VaR at 5% on the investment of 1000 $ in the Tangency portfolio of these assets is: (round up the weights to one decimal, keep one decimal in the standard deviation of the portfolio, keep 3 decimals in the expected value of the portfolio). a. 606 b. 295.3 C. 518.2 d. 185.6