What is the two$-$week VaR for a financial institution if the yearly standard deviation of the institution wealth is $32\%,$ the wealth in British pounds is $1,000,000,$ and the policy for the confidence level percentage $95\%$ at the organization $($Hint $1$: Consider $256$ as the number of business days in a year. Hint $2$: consider business days for the two$-$week horizon$).$