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[Only short calulations + formula] Assume that a portfolio consists of an investment in asset A worth $100,000 and an investment in asset B worth

[Only short calulations + formula]

Assume that a portfolio consists of an investment in asset A worth $100,000 and an investment in asset B worth $100,000.

Assuming that the daily volatility of both assets is 1% and the correlation coefficient between the returns of the two investments is 0.3, what are the VaR and ES forces for 97% of the portfolio's 5-day look-ahead period?

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