RDP 9708: Measuring Traded Market Risk: Value-At-Risk and Backtesting Techniques Equation

\begin{array}{l} ν = \sqrt{[\begin{matrix} δ_{J P Y} & δ_{U S D} \end{matrix}] [\begin{matrix} σ_{J P Y^{2}} & σ_{J P Y . U S D} \\ σ_{J P Y . U S D} & σ_{U S D^{2}} \end{matrix}] [\begin{matrix} δ_{J P Y} \\ δ_{U S D} \end{matrix}]} \\ = 46.22 \end{array}