1. Please use the following instructions. The instructions indicate how to download daily stock price of General Electric Company from 2010-01-01 to 2020-12-31 from Yahoo! Finance and how to convert it to daily log return.

library(quantmod) getSymbols("GE", src = "yahoo", from='2010-01-01', to='2020-12-31') GE.Adj <- GE$GE.Adjusted logreturns <- diff(log(GE.Adj)) logreturns <- logreturns[-1,]

a) Assuming that the daily log returns for General Electric Company follow normal distribution, estimate 95% VaR (Value at Risk)

b) Estimate 95% ES (Estimated Shortfall) based on the sample distribution.