You have a position worth $10 million in WMT. The volatility of WMT is 1% per day. Use N=10 and X=99, the VaR = .You have a position worth $5 million in Sohu. The volatility of Sohu is 2.5% per day. Use N=10 and X=99, the VaR= Assume that the correlation between WMT and Sohu is 0.2 . Use N=10 and X=99, the VaR of a portfolio with $10 million of WMT and $5 million in Sohu should be .Please use EXCEL to get precise numbers (use the function Norm.s.inv( 99% ) instead of 2.326 for the standard normal distributed number with 99% probabilty.) Please report the numbers with two decimal places without thousand separators (i.e. 1234567.89)