Using the equations for standard deviation of the portfolio and Value-at-Risk (VaR) on pages 329 \& 334 of the book to solve. 75% of portfolio is in USD (0.75) Use standard deviation for dollar of 0.03 25% of portfolio is in pesos (0.25) Use standard deviation for peso of 0.06 Use a Correlation Coefficient of 0.5 Assume no expected percentage change for the currency portfolio. What is the maximum loss of the currency portfolio for the time period? 3.27% 0.177% 1.98% 5.39%