Suppose we have a stock portfolio with two equal weighted stocks with expected weekly reuturn of $10\%$ and $12\%$ respectively. The standard deviation of both stocks are $5\%.$ The correlation between the two stocks is $0\mathrm{.}5.$ The portfolio value is $$100$ million. What is the $5\%$ monthly dollar incremental VaR of the second stock? $($Hint: the$)$ critical value for $5\%$ percentile of a normal distribution is $1\mathrm{.}65$