VaR

[indre]

Dear David,
i would appreciate your help in one of my assignments. I have been following your videos on youtube, they are extremely helpful! However, i have a question from one of them:

How do you get the number in J12 / I13 window? Is it supposed to be the same as in E12? I would be themost happy if you have a quick look and help me because i can hardly find information, tutorials on his topic.
Best Wishes,
Indre

 

[Remy D]

J12 is volatility squared, so 5%^2=0.0025, and J13 is 12%^2=0.0144. J12, and I13 are zero because the correlation is 0. Is indeed the same as E12.