4. Assume that you manage a large portfolio with the current value of $1 million, and assume the monthly return follow a normal flistribution with mean of 0.8% and standard deviation of 4%. Run 5000 instances and determine the portfolio VaR for the following 1-year period, given 95% confidence level. (hint: use Norminv(Rand() functions in Excel). What is your VaR result? Then describe the process you use to reach this result