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3. Suppose we calculate historical return for the last 10 days, as shown below Rate of Return Rate of Return 1 -0.10 6 0.125 2
3. Suppose we calculate historical return for the last 10 days, as shown below Rate of Return Rate of Return 1 -0.10 6 0.125 2 0.10 7 0.2 3 0.15 8 -0.025 4 0.05 9 0 5 -0.05 10 0.04 a. Calculate mean of return and its standard deviation b. Calculate daily 90% Value At Risk using historical data and analytical methods c. Calculate weekly 90% Value At Risk using historical data and analytical methods (one week is 5 days)
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