Question 2: A portfolio consists of two assets, A and B. Daily volatility (standard deviation) of Asset A is given as 5.5% and Asset B is 4.25%, and the correlation between two assets is given to be 25%. Investment on Asset A and B are found to be 40 million Euro and 60 million Euro, respectively. Find yearly 99% VaR for this portfolio (Assume 250 active days in a year)