You Own Two Bonds; 25% of a 30-Year Bond with σ

Multiple Choice

You own two bonds; 25% of a 30-year bond with σ = 0.02 and 75% of a 20-year bond with ?σ = 0.015.The correlation coefficient is 0.82.What is the 2-week value at risk at a 95% confidence level? (Assume portfolio value = $15 million.)

A) $0
B) $234,357
C) $734,357
D) $1,734,357