Question: Please do work by hand to get credit. Can't be done in excel A portfolio consists of a $275,000 investment in gold and a $395,000

Please do work by hand to get credit. Can't be done

Please do work by hand to get credit. Can't be done in excel

A portfolio consists of a $275,000 investment in gold and a $395,000 investment in silver. Suppose that the daily volatilities of these two assets are 1.45% and 1.25%, respectively, and that the coefficient of correlation between their returns is 0.78. What is the 9-day 95% value at risk for the portfolio? By how much does diversification reduce the VaR? What do you think the diversification benefit would be if the correlation coefficient =1.0? What correlation coefficient would result in the maximum diversification benefit

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