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The company has invested $400 in stock and $600 in bonds. Stocks has a standard of 7%, while bonds have 10%. The correlation between stocks

The company has invested $400 in stock and $600 in bonds. Stocks has a standard of 7%, while bonds have 10%. The correlation between stocks and bonds is 0.10.

) Calculate the portfolio VaR at 99% given mean of 10%.

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