Question: can you help ? be specific so i can learn when doing similar problems. We consider forming a portfolio by adding gold (GLD) to diversify

can you help ? be specific so i can learn when doing similar problems.

We consider forming a portfolio by adding gold (GLD) to diversify our exposure to the US equity market. Calculate portfolio 99% VaR assuming normality (and mean zero) for a portfolio that 50% invested in S\&P 500 and 50% invested in GLD. Discuss the results

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