1. You have a portfolio of $1,000,000 of Gold stocks which are represented by the SPDR Gold Shares (GLD). What was the 99% one day Value at Risk for this portfolio when the market opened on Monday April 6, 2020? Show work. a) Using the quantile from one year history it is? b) Using the quantile from five-year history it is? c) Using the quantile from ten-year history it is? d) Using the quantile from the full data set it is? e) Using the normality assumption and a GARCH(1,1) model, it is? f) Using the GJR-GARCH model with normality, it is? g) Using the GJR-GARCH model with bootstrapped residuals, it is