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Reese's has $331 invested in Peanut stock and $667 in Butter stock. The daily volatility of Peanut is 1.4% and the daily volatility of Butter

Reese's has \$331 invested in Peanut stock and \$667 in Butter stock. The daily volatility of Peanut is 1.4% and the daily volatility of Butter is 1.2%. Assuming the coefficient between the stocks is 0.4 , what is the one day 99%VaR of the portfolio

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