2007FRM真题和HANDBOOK2题，求解

2007,FRM真题，第26题
Consider a portfolio consisting of USD 10 million of Interl shares and USD 5 million of GE shares. The returns on the two stocks have a bivariate normal distribution with a correlation of 0.3. The daily return volatility of Intel and GE is 2% and 1%, respectively. The standard deviation of daily changes in the value of the Intel position is USD 0.2million, and the standard deviation of daily changes in teh value of the GE position is USD 0.05 million. The daily VAR at the 99% confidence level is USD 0.5131 million. What is the incremental daily VAR of the portfolio for a small increase in the position on the Intel shares over a one day horizon at 99% confidence level?
答案是 Z*covariance/sd.of portfolio,想不明白，吴佚讲的时候也是一扫而过，想不明白，请高手解释

就是套公式喽。你没写答案，我也不知道算得是否对。
在small increase 的时候，就是计算interl 的MVAR=2.33*cov(Ri,Rp)/sd(p)
cov (Ri,Rp)用矩阵计算，sd(p)也可以算啊
结果就是喽