Now you try one: Nvidia $($NVDA$)$ and Super Micro Computer $($SMCI$)$

Calculate the $99\%,10-$day VaR of $$5mm$ of each individually

Then calculate the VaR of the combined portfolio, with the Benefit of Diversification, and the Marginal Contribution to VaR

NVDA volatility $=46\mathrm{.}05\%$

SMCI volatility $=93\mathrm{.}60\%$

Correlation NVDA,SMCI $=\mathrm{.}497$

Steps done in excel!!!!