Stock $X$ has a mean daily return $of0\mathrm{.}1\%$ and a Standard Deviation $of1\mathrm{.}2\%$

Stock $Y$ has a mean daily return $of0\mathrm{.}15\%$ and a Standard Deviation $of0\mathrm{.}8\%$

The correlation coefficient between the daily returns $of$ Stock $X$ & Stock $Yis0\mathrm{.}6$

The confidence level for VaR calculation $is95\%$

What $is$ the $1-$day VaR for a portfolio consisting $of60\%$ Stock $X$ and $40\%$ Stock $Y,$ with a portfolio value $of$ $$1,000,000?$