Only calculation sotution, without of hundreds words)

Assume that at some time in the past, a firm entered into a forward contract to buy $1.5 million for 1 million at some point in the future, and that this forward contract matures in 6 months. The daily volatility of a 6-month zero-coupon U.K. bond is 0.06% (after conversion to U.S. dollars), the volatility of a 6-month maturity zero-coupon U.S. dollar bond is 0.05%, and the correlation coefficient between the two bond returns is 0.8 and the current exchange rate is 1.53. The correlation coefficient between the two bond returns is 0.8 and the current exchange rate is 1.53. Calculate the standard deviation of the 1-day change in the value of the forward contract (in U.S. dollars) and calculate the VaR for 99% of the 10-day rollover period. assume in your calculations that the interest rate for the 6-month maturity of the British pound and the U.S. dollar is 5%, where the interest rate is compounded annually.