1. Consider a portfolio of m assets composed of European call options with different strikes and maturities, where the underlying assets are correlated geometric Brownian motions. We want to be able to evaluate the potential loss of the portfolio at a given period t. Construct a MATLAB function to estimate the VaR and the expected shortfall for given levels p using the full Monte Carlo approach, the partial Monte Carlo, and the Cornish-Fisher expansion. We want to be able to compute the estimation errors whenever possible.