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Obtain 5 years of recent data for any two stocks. Perform Monte Carlo simulations for a portfolio of two stocks with weights 0.3 and 0.7.

Obtain 5 years of recent data for any two stocks. Perform Monte Carlo simulations for a portfolio of two stocks with weights 0.3 and 0.7. Use Normal distribution with constant variance for the simulations. Find 99% VaR for $1,000,000 portfolio of two stocks.

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