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-21% -15% -10% -6 -6 -4 -3 -3 -3 -3 -2 0 0 1 1 1 2 3 3 5 7 8 9 10 12
-21% -15% -10% -6 -6 -4 -3 -3 -3 -3 -2 0 0 1 1 1 2 3 3 5 7 8 9 10 12 13 13 15 19 22% I have the above 30 historical returns in percentage terms. How would I go about getting the Value-at-risk and the Expected shortfall at 90% and 95%? If unit price is required, assume $75.
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