3. Consider a portfolio of European options written on some stocks. Assume the vector of profit/losses of these stocks is jointly normally distributed, and the options are priced by Black Scholes formula. i) Provide an algorithm for computing VaR of this portfolio through delta gamma approximation and Fourier Inversion. ii) Assume the vector of profit/losses of these stocks are jointly t Student distributed. Provide an algorithm for computing VaR of this portfolio through delta gamma approxi- mation and Fourier Inversion. 3. Consider a portfolio of European options written on some stocks. Assume the vector of profit/losses of these stocks is jointly normally distributed, and the options are priced by Black Scholes formula. i) Provide an algorithm for computing VaR of this portfolio through delta gamma approximation and Fourier Inversion. ii) Assume the vector of profit/losses of these stocks are jointly t Student distributed. Provide an algorithm for computing VaR of this portfolio through delta gamma approxi- mation and Fourier Inversion