(6p) The returns for a portfolio of a financial institution (F) are given bellow. Return 0.04 0.02 Time 10.05 10.05 0.08 5.06 0.05 10.04 DOB 0.06 3 18 19 10 a. What is the probability that the return will be at least 10% based on a normal distribution? b. Assume that the Fl has invested $5000000 in the portfolio Determine the daily earnings at risk (DEAR or VaR) with the 99% confidence level. Explain what this value mean c. How long will it take until bankruptcy takes place? Prove your answer. (6p) The returns for a portfolio of a financial institution (F) are given bellow. Return 0.04 0.02 Time 10.05 10.05 0.08 5.06 0.05 10.04 DOB 0.06 3 18 19 10 a. What is the probability that the return will be at least 10% based on a normal distribution? b. Assume that the Fl has invested $5000000 in the portfolio Determine the daily earnings at risk (DEAR or VaR) with the 99% confidence level. Explain what this value mean c. How long will it take until bankruptcy takes place? Prove your