You are considering investing $1,000 in a complete portfolio. The complete portfolio is composed of treasury bills that pay 4% and a risky portfolio, P, constructed with 2 risky securities X and Y. The optimal weights of X and Y in P are 40% and 60% respectively. X has an expected rate of return of 18% and Y has an expected rate of return of 10%. To form a complete portfolio with an expected rate of return of 9%. The risky portfolio, P, has a standard deviation of 25%. What is the 5% Value at Risk (VaR) for the expected return on the risky portfolio P? Please calculate the VaR as a percentage.