You are investing in a bond and stock portfolio. In order to estimate Var for the portfolio, you decide to map portfolio returns into two fund returns. The expected returns for bond is 6.3% and stock funds are 9.1%. The standard deviations are 17% for stock fund and 8.6% for bond fund. The correlation coefficient between the two is -5%. What is annual 1% VaR for the portfolio if the portfolio invests 50% in the stock fund and 50% in the bond fund?