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1. Find the attached file named Hist_Simulation. You will use this file to calculate VaR under the historical simulation approach. The first worksheet data shows

1. Find the attached file named "Hist_Simulation." You will use this file to calculate VaR under the historical simulation approach. The first worksheet "data" shows historical data for 501 trading days for three indices, S&P 500 index, DJIA index, and BofA Merrill Lynch Total Bond Return Index. The value of the investment in each index on May 20, 2020 is as follows:

IndexPortfolio Value ('000s)

S&P 4,000

DJIA 3,000

BofA Merrill Lynch 3,000

Total 10,000

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