$5)$ Given the following $40$ ordered percentage one$-$day horizon returns of a stock portolio, calculate the $10-$day horizon VaR and Expected Shortfall at a $95\%$ confidence level: $-25,-20,-18,-18,-17,-16,-16,-14,-10,-7,-7,-5,-4,-4,-4,-3,-1,-1,0,0,0,1,2,2,4,6,7,8,9,11,12,12,14,18,21,23,24,25,25,26.$ Briefly explain what your finding represents