Investment A has 3% chance of a loss of $5 million, a 4% chance of a loss of $2 million and a 93% chance of a gain of $1 million. Investment B will provide a gain that is normally distributed with a mean of $1 million and standard deviation of 2 million. The investments are independent. Calculate the value at risk and expected shortfall for each investment. What is the value at risk for a portfolio consisting of the two investments with a confidence level of 95%? Does Value at risk satisfy the subadditivity condition in this case