Miss Mackenzie has a portfolio consisting of $10,000 in each of 2 assets. She calculated the daily standard deviations to be 10% and 15%. The correlation between returns on assets 1 and 2 (P1,2) is 0.962. (a) (b) What is the 99% VaR for this portfolio assuming that the returns are normally distributed? If P1,2 is -0.962 instead, without calculating the exact value, can Miss Mackenzie predict if the 99% VaR is higher compared with the result obtained in (a)