$1)$ The trading positions of a bank have a net value of $$65,600$ and a computed $1-$day $99\%$ VaR of $$3,250.$ What is the minimum percentage loss that would be considered a tail event for this portfolio?

Note: Your answer in must be expressed in percentage terms and accurate to within $0\mathrm{.}01\%.$

$2)$ A financial institution measures market risk using the historical simulation method with EWMA$-$adjusted volatilities. The current $10-$day return volatility of its trading portfolio is estimated to be $4\mathrm{.}03\%.$ What would be the volatility$-$adjusted $10-$day return for a trading day within the sample period when the trading portfolio had a $10-$day return of $-3\mathrm{.}04\%$ and an estimated $10-$day return volatility of $2\mathrm{.}86\%?$

Note: Your answer in must be expressed in percentage terms and accurate to within $0\mathrm{.}01\%.$

$3)$ The current trading positions of a bank have a net value of $$76,500,$ an expected $10-$day return of $0\mathrm{.}24\%,$ and a $10-$day return volatility of $2\mathrm{.}00\%.$ What is the $10-$day $97\mathrm{.}5\%$ ES of this portfolio under the variance$-$covariance method?

Note: Your answer must be accurate to within one dollar.