4. Use Historical simulation approach with 501 days of historical data (up to May 1, 2020) to calculate the VaR for a portfolio on May 4, 2020. The portfolio is Stock Value ($000s) IBM 1 2,000 MSFT 3,000 | WMT 3,000 2,000 The one-day 99% VAR is The one-day 95% VAR is If assuming normal distribution, the one day 99% VAR is and the one-day 95% VAR is