2. (a) Collect 5 years of daily price data for a stock from Yahoo Finance (note: you will have to first calculate daily return and range value copy the returns so they do not change when you sort the column). Sort the returns and estimate the standard deviation.

(b) Using the history of sorted actual returns, find (i) the 1 day 95% VAR for the market return and (ii) the 1 day 99.5% VAR for the market return

(c) Find the 30 trading day 95% VAR and 99.5% VAR

(d) Using your estimate from part (a) for the std dev and assuming a mean of 0, what is the 30 day 95% VAR and 99.5% VAR using the normal distribution as the model for stock returns?(hint: for the 95%VAR use =norminv(.05,0,std dev) find the 1 day VAR)