You are considering investing $$1,000$ in a complete portfolio. The complete portfolio is composed of treasury bills that pay $4\%$ and a risky portfolio, P$,$ constructed with $2$ risky securities X and Y$.$ The optimal weights of X and Y in P are $40\%$ and $60\%$ respectively. X has an expected rate of return of $18\%$ and Y has an expected rate of return of $10\%.$ To form a complete portfolio with an expected rate of return of $9\%.$ The risky portfolio, P$,$ has a standard deviation of $25\%.$ What is the $5\%$ Value at Risk $($VaR$)$ for the expected return on the risky portfolio P$?$ Please calculate the VaR as a percentage.