Suppose that each of two investments has a $10\%$ chance of a loss of $$10$ million, a $20\%$ chance of a loss of $$4$ million, and a $70\%$ chance of a profit of $$3$ million. They are independent of each other. What is the VaR of the portfolio consisting these two investments when the confidence level is $95\%?$ Please make sure to show a $3$x$3$ payoff matrix, and provide a list of distribution of losses with probabilities.