Suppose a portfolio is composed of two securities which has the following characteristics: a. Calculate the 4-week VaR at 99% confident level. b. How much 4-week VaR in answer (a) is diversified away as a portfolio versus owning the assets individually. Suppose a portfolio is composed of two securities which has the following characteristics: a. Calculate the 4-week VaR at 99% confident level. b. How much 4-week VaR in answer (a) is diversified away as a portfolio versus owning the assets individually