(30 marks] Now is the end of Day 3. The stock price, daily return, and daily volatility over 4 days are depicted in the table. An investor has purchased 1000 shares. Day Stock price daily return daily volatility 0 5.0 1 4.8 -4.0000% 0.1% 2 4.6 -4.1667% 0.4% 3 5.1 10.8698% 0.2% 4 0.2% (a) Use historical simulation to estimate the volatility-adjusted daily losses (under Scenario 1 to 3). (b) Using the results in part (a), calculate the one-day 50% VaR on Day 4. (c) Using the results in part (a), calculate the one-day 50% ES on Day 4. (30 marks] Now is the end of Day 3. The stock price, daily return, and daily volatility over 4 days are depicted in the table. An investor has purchased 1000 shares. Day Stock price daily return daily volatility 0 5.0 1 4.8 -4.0000% 0.1% 2 4.6 -4.1667% 0.4% 3 5.1 10.8698% 0.2% 4 0.2% (a) Use historical simulation to estimate the volatility-adjusted daily losses (under Scenario 1 to 3). (b) Using the results in part (a), calculate the one-day 50% VaR on Day 4. (c) Using the results in part (a), calculate the one-day 50% ES on Day 4