need a step by step explanation thanks.

The current 4 year zero coupon yield is 3.5%. 6 year zero-coupon bonds are currently trading at $74.62. The volatilities per day of these two bonds are 0.3% and 0.6% respectively, with a correlation of 0.8. Assume you have a $100.000 position in an illiquid, 5.5 year zero coupon corporate bond. What is the 5-day, 99% VaR for this position under a cash flow mapping approach? You may make distributional assumptions. The current 4 year zero coupon yield is 3.5%. 6 year zero-coupon bonds are currently trading at $74.62. The volatilities per day of these two bonds are 0.3% and 0.6% respectively, with a correlation of 0.8. Assume you have a $100.000 position in an illiquid, 5.5 year zero coupon corporate bond. What is the 5-day, 99% VaR for this position under a cash flow mapping approach? You may make distributional assumptions