Question: please do it if you are 100% sure. Consider two asset classes: Stocks and Bonds. You estimate the following parameters for these two asset class

 please do it if you are 100% sure. Consider two asset

please do it if you are 100% sure.

Consider two asset classes: Stocks and Bonds. You estimate the following parameters for these two asset class funds. Consider a $100,000 portfolio consisting of $30,000 in Stocks and $70,000 in Bonds. So, the portfolio is 30% in Stocks and 70% in Bonds. Given the expected return on the portfolio is 6.5%, and the standard deviation of the portfolio return is 10.03%, what is the 2.5% value at risk (note: the 95% confidence interval lower limit on the portfolio value is the value of the portfolio at this level of loss)? (use 2 decimals without $, so a loss of $10.00 is 10.00)

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