Stock A Stock B Consider a market with only two risky stocks A and B as follows Expected return Standard deviation of return 12% 9% 12% 10% 3. Furthermore, the correlation coefficient between the returns of stocks A and B is PAB Suppose we have a $100,000 portfolio financed by a loan at zero interest rate, with 20% invested in A and 80% in B. Compute the yearly Value at Risk of the portfolio at the confidence level of 90%. Assume that the joint distribution of stock returns is normal. The standard normal CDF is (1.28) = 90%. (Round your answer to the nearest integer) - (Hint: The joint normal distribution of stock returns means that the portfolio return Ky is normally distributed with mean y and standard deviation ov - you need to compute the - value of uy and oy)