A portfolio consists of 300 stocks,150 of A and 150 of B, their annualized covariance matrix is as following: $\begin{pmatrix} 0.09 & 0.018\\ 0.018 & 0.04 \end{pmatrix}$

Thoese two stocks are jointly distributed as Student t with 5 degrees of freedom. What is the 3-day 99% VaR for this portfolio?

If thoese two stocks are distributed normally, I can directly compute the distribution of the return of the portfolio, but when stocks are distributed as student t, can I still do it the same way?