practicing VaR problems from previous years exams, and am having trouble with this problem

(b) Georg Maier has a portfolio consisting of 10 million invested in BMW AG and 5 million invested in Commerzbank AG. Daily volatilities of both assets and the corre- lation coefficient between their returns are shown below. Assume that the returns of both assets are normally distributed. How much is the 10-day 99% VaR for Georg Maier's portfolio? Explain your answer using a graph. Include all necessary calcula- tions in your answer. (15 marks) the daily volatilities Investment amount BMW AG 2% 10 million Commerzbank AG 5 million Correlation coefficient 0.3 Total: 25 marks (b) Georg Maier has a portfolio consisting of 10 million invested in BMW AG and 5 million invested in Commerzbank AG. Daily volatilities of both assets and the corre- lation coefficient between their returns are shown below. Assume that the returns of both assets are normally distributed. How much is the 10-day 99% VaR for Georg Maier's portfolio? Explain your answer using a graph. Include all necessary calcula- tions in your answer. (15 marks) the daily volatilities Investment amount BMW AG 2% 10 million Commerzbank AG 5 million Correlation coefficient 0.3 Total: 25 marks