You own 20,000 shares of PDQ Corp. The average one-day change in the price of a share is +$0.15. The standard deviation of one-day price changes is $0.45 per share. You also own 10,000 shares of QDP Corp. The average one-day change in the SHARE price is $0.02. The standard deviation of one-day price changes is $0.33 per share. The correlation coefficient p1,2 ("rho sub 1,2") between the one-day price changes of these two stocks is +0.7. What is the one-day VaR of this portfolio? (a) Use 0.99 confidence assuming a normal distribution (you already found Zconfidence earlier) (b) decide for yourself whether Expected Loss is zero or not, but either way explain your decision). note: the variance of the portfolio is given by o portfolio = (Q1 Osp) + (22.01pz)? +2[Q1:22:21,2 'Osp, 'Ospa] You own 20,000 shares of PDQ Corp. The average one-day change in the price of a share is +$0.15. The standard deviation of one-day price changes is $0.45 per share. You also own 10,000 shares of QDP Corp. The average one-day change in the SHARE price is $0.02. The standard deviation of one-day price changes is $0.33 per share. The correlation coefficient p1,2 ("rho sub 1,2") between the one-day price changes of these two stocks is +0.7. What is the one-day VaR of this portfolio? (a) Use 0.99 confidence assuming a normal distribution (you already found Zconfidence earlier) (b) decide for yourself whether Expected Loss is zero or not, but either way explain your decision). note: the variance of the portfolio is given by o portfolio = (Q1 Osp) + (22.01pz)? +2[Q1:22:21,2 'Osp, 'Ospa]