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Your portfolio which consists of 40% of stock T, and 60% of stock Q. T has daily Standard Deviation 2% while Q has daily Standard

Your portfolio which consists of 40% of stock T, and 60% of stock Q. T has daily Standard Deviation 2% while Q has daily Standard Deviation 3%. The correlation of two stocks is 0.4. What is the 1 day and 1 month 95% absolute VaR given 20 trading days per month?

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