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Your portfolio which consists of 40% of stock Y and 60% of stock Z. Y has an expected daily return 1% and standard deviation 2%

Your portfolio which consists of 40% of stock Y and 60% of stock Z. Y has an expected daily return 1% and standard deviation 2% while Z has an expected daily return 2% and Standard deviation 3%. The correlation of two stocks is 0.18. What is the 1 day and 1 week 99% absolute Var given 5 trading days per week?

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