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Consider a position of $ 1,000,000 in asset X and $ 2,000,000 in asset Y. Assume...

Consider a position of $ 1,000,000 in asset X and $ 2,000,000 in asset Y. Assume that the daily volatilities of both assets are 0.1% and that the correlation coefficient between their returns is 0.30. What is the 5-day 95% VaR of this portfolio, assuming a parametric model of variances and covariances?
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