An investment company is holding a portfolio of $3,000,000 that consists of 30% of stock 1, 30% of stock 2, and 40% of stock 3. Derive this portfolio’s monthly VaR at 98% and interpret your results in dollars.

(stock 1 is in yellow, stock 2 is in grey, and stock 3 is in green. The columns continue from the bottom of the previous to the top of the next)

 

A 1 Year/Month Value 2 2012M09 3 2012M10 4 2012M11 Everes 5 2012M12 EUZEILE 6 2013M01 Evange 7 2013M02 Sve 8 2013M03 A 9 2013M04 Evernot 10 2013M05 Leveres 11 2013M06 sweation 12 13 2013M08 + 14 2013M09 Econve 15 2013M10 DEVEDES 2013M07 Luzomor 16 2013M11 To 17 2013M12 EVEDIE 18 2014M01 19 2014M02 20 2014M03 com 21 2014M04 SUSTINUT 22 2014M05 ce ave 23 2014M06 covenes 24 2014M07 25 2014M08 26 2014M09 27 2014M10 28 2014M11 29 2014M12 30 2015M01 30 2015MUI 31 2015M02 32 2015M03 33 2015M04 34 2015M05 35 2015M06 36 2015M07 37 B C D 120.56 120.115 120.08 **** 118.705 118.574 118.185 118.052 118.626 117.792 117.864 118.182 118.073 118.971 *** 119.608 119.782 44001 119.819 120.682 ***** 121.486 122.108 122.015 122.911 123.117 123.571 123.414 123.084 124.823 125.074 126.068 126.018 126.018 126.173 126.002 126.964 127.981 128.517 127.966 E Year/Month Value 2015M08 2015M09 2015M10 2015M11 2015M12 2016M01 COLOMIDE 2016M02 COLONIDA 2016M03 coconce 2016M04 cocomar 2016M05 coconce 2016M06 com 2016M07 cocomar 2016M08 coconce 2016M09 Eccornice 2016M10 www 2016M11 www 2016M12 www 2017M01 mes 2017M02 Evernos 2017M03 Evernos 2017M04 scernien 2017M05 everince 2017M06 Evernos 2017M07 2017M08 2017M09 2017M10 2017M10 2017M11 2017M12 2018M01 2018M02 2018M03 2018M04 2018M05 2018M06 129.325 129.236 128.707 zeo.com 129.338 130.942 132.128 132.479 132.439 204.100 133.329 wwwwww 134.261 TRA 133.827 wwwwwww 135.051 wwwwwwww 136.261 www. 137.122 A 138.308 sporvoo 138.57 awaran 139.029 www.w 139.039 wwwwwwww 140.179 140.094 Elevat 140.73 Store 142.215 ETILAD 141.857 Brevar 144.076 144.537 144.797 145.87 147.144 148.375 148.825 148.67 149.488 150.009 149.777 149.788 F G Year/Month Value 2018M07 2018M08 2018M09 wwwwww 2018M10 2018M11 2018M12 2019M01 2019M02 DOLHES 2019M03 DOLOHIY 2019M04 DOLCHIOR 2019M05 DOLORE 2019M06 2019M07 2019M08 2019M09 2019M10 2019M11 2019M12 2020M01 2020M02 2020M03 2020M04 PODOLION 2020M05 H || DODOVINE 2020M06 2020M07 2020M08 2020M09 2020M10 2020M11 2020M12 2021M01 2021M02 2021M03 2021M04 2021M05 150.576 151.33 151.634 152.207 151.82 EDADE 152.777 152.176 154.086 201.000 154.124 153.863 waardoo 155.248 COPIESTO 155.797 290.191 154.99 karie 154.578 155.574 155.915 CODIDAD 157.657 conver 157.188 Co-600 158.28 430.20 158.29 www.co 158.638 www 157.914 203.047 159.647 159.26 158.847 159.824 159.69 159.594 159.394 159.132 159.171 159.159 159.29 159.833 160.148 160.096 K Year/Month Value 2021M06 2021M07 2021M08 2021M09 2021M10 2021M11 2021M12 2022M01 EVERVICE 2022M02 2022M03 2022M04 2022M05 2022M06 2022M07 2022M08 w 160.652 160.881 161.463 everyon 162.195 CONTARO 161.659 coacaz 162.696 compro 163.897 cow.car 162.988 204.300 163.879 cocore 163.887 cow.com 163.746 165.064 165.464 165.538 165.941 L M N 0 Year/Month Value 2012M09 2012M10 2012M11 TRAD 2012M12 T 2013M01 JEDANTIVE 2013M02 EVARINGE 2013M03 Evasinios 2013M04 EVARITION 2013M05 2013M06 2013M07 2013M08 2013M09 2013M10 10**** 2013M11 Too 2013M12 Leveres 2014M01 Levernice 2014M02 Leve 2014M03 Tone T t T T T 2014M04 Toner 2014M05 Tone 2014M06 Tone **** 2014M07 to 2014M08 2014M09 2014M10 2014M11 2014M12 2015M01 2015M02 2015M03 2015M04 2015M05 2015M06 2015M07 52.16 53.199 53.744 26 54.627 54.734 GRAD 56.348 20:3-10 57.61 parce 58.735 1 58.962 possue 59.21 Barce 59.417 ... 60.013 Ba 61.177 01.177 60.27 60.578 60.571 61.462 Datuk 62.244 okren 61.597 Depar 61.13 Cate 61.661 61.313 werden 62.013 62.591 64.326 65.4 64.995 64 821 64.821 65.129 65.842 66.481 67.053 67.013 67.223 67.419 P 0 R Year/Month Value 2015M08 2015M09 2015M10 2015M11 E 2015M12 E 2016M01 E 2016M02 2016M03 2016M04 2016M05 2016M06 2016M07 2016M08 E 2016M09 2016M10 EVAMEN 2016M11 2016M12 2017M01 E 2017M02 2017M03 2017M04 2017M05 2017000 2017M06 E 2017M07 2017M08 2017M09 2017M10 2017M11 2017M12 2017M12 2018M01 2018M02 2018M03 2018M04 2018M05 2018M06 F 1 68.671 68.586 69.158 50 538 69.828 ww.www 70.398 10.350 70.647 71.123 11.440 72.573 14:319 73.173 74.468 6100 74.555 1 74.678 74.846 11:0TO 75.287 rekcam 75.921 Harves 76.855 75.875 36 304 76.704 POTON 77.269 11.200 76.828 2008 77.265 76.873 TT FOR 77.598 43300 77.782 Micros 78.167 78.027 79.955 79.458 80.071 80.071 80.173 79.781 79.984 79.423 81.595 82.315 S T Year/Month Value 2018M07 2018M08 2018M09 2018M10 2018M11 www 2018M12 2019M01 2019M02 ve 2019M03 www 2019M04 2019M05 2019M06 2019M07 2019M08 www 2019M09 2019M10 2019M11 www A 2019M12 - 2020M01 CONTA 2020M02 Receive 2020M03 ocative 2020M04 Cocoon 2020M05 exeative 2020M06 2020M07 2020M08 2020M09 2020M10 2020M11 2020M12 2021M01 2021M02 2021M03 2021M04 2021M05 82.1 83.214 84.48 85.379 23.312 86.032 90.00 85.22 86.407 86.453 86.147 DURATI 85.775 99.113 86.92 87.716 88.614 00.011 90.21 90.056 88.345 88.837 09:100 89.468 89.575 catara 90.08 www.ce 91.05 skvel 91.673 90.819 wanaw 91.495 24-100 92.32 93.382 91.712 91.606 92 956 92.956 93.088 95.222 96.734 95.81 95.083 95.476 V X Year/Month Value 2021M06 97.381 2021M07 96.853 2021M08 98.594 201 2021M09 www 2021M10 www 2021M11 www 2021M12 CORRAL 98.674 DO FAC 99.546 Dataty 99.674 Decor 99.329 ** 101.251 EVA.CO 100.225 200.000 2022M01 PORTIVA 2022M02 SORTIVE 2022M03 2022M04 2022M05 2022M06 2022M07 2022M08 100.295 200.600 102.088 102.596 102.006 102.741 103.644 Y Z AA Year/Month Value 2012M09 2012M10 2012M11 2012M12 2013M01 www 2013M02 ve 2013M03 wwwwww 2013M04 www 2013M05 www 2013M06 www 2013M07 www 2013M08 www 2013M09 wwwwww 2013M10 ***** 2013M11 ***** 2013M12 www 2014M01 Dow 2014M02 ve 2014M03 2014M04 Con 2014M05 www 2014M06 2014M07 2014M08 2014M09 AB AC AD AE Year/Month Value 93.78 2015M08 125.964 94.427 2015M09 127.545 127.232 127.659 400.003 130.227 www 130.357 97.931 2015M10 cocones 100.848 2015M11 4000 10 cocones 102.323 2015M12 cocomar 102.862 2016M01 EVEVUE Coconca www.ver www 131.456 ADE:Y00 133.522 www.e 133.849 2014M10 2014M11 T2014M12 2014M12 2015M01 2015M02 2015M03 2015M04 2015M05 2015M06 2015M07 102.654 2016M02 eve.comm Coconce 102.868 2016M03 202.000 Location 103.62 2016M04 LOD.DE Evadne 103.992 2016M05 COORVOE coconce 105.297 2016M06 :.... coconos 106.33 2016M07 Location www.com 105.527 2016M08 LOODE! coconce 203.999 105.859 2016M09 Coconce 105.989 2016M10 www. 109.85 www cozones 109.943 2016M12 cocomar cozonad 2016M11 www.and 109.634 2017M01 203.00! 112.165 **0.200 113.076 Lavoro Evennica 2017M02 Evernice 2017M03 Evernos Everno 113.953. 2017M04 LEDIDOD 115.682 2017M05 *LDivok Evernice 117.186 2017M06 447-400 117.536 Caroug Evariou 2017M07 119.223 2017M08 119.997 2017M09 117 605 2017M10 117.952 2017M11 115.149 115 248 2017M11 2017M12 2018M01 2018M02 118.361 120.9 2018M03 121.662 2018M04 122.119 2018M05 123.583 2018M06 133.657 130.514 www 132.086 ave.com 133.958 www.www 130.191 www.ada 128.494 128.24 ENVIET 129.933 wwwwwww 132.375 132.831 Lavarova 136.703 Lwandam 141.649 145.938 146.259 Today 144.245 143.176 142.677 147.38 146.428 146.429 148 472 148.472 150.788 147.65 146.57 144.542 143.144 141.946 AF AG AH Al Year/Month Value 2018M07 2018M08 2018M09 wwwwww 2018M10 wwwwww 2018M11 wwwww 2018M12 wwww. 2019M01 www 2019M02 wwwvive 2019M03 wwwww 2019M04 eventivn 2019M05 eventiva 2019M06 eventivn 2019M07 vention 2019M08 eventivn 2019M09 wwwww 2019M10 WANAU 2019M11 www 2019M12 www 2020M01 www 2020M02 www 2020M03 coconce 2020M04 www 2020M05 www 2020M06 2020M07 2020M08 2020M09 2020M10 2020M11 2020M12 2021M01 2021M02 2021M03 2021M04 2021M05 AJ AK Year/Month Value 144.788 2021M06 168.799. 145.846 2021M07 171.502 173.191 ... 173.304 147.29 2021M08 Erica cocambo 148.765 2021M09 10.109 eccanica 145.704 2021M10 Esp.104 cocennies 143.972 ETODIE 2021M11 cocamas 143.895 2021M12 143.099 140.518 2022M01 140.310 zozemnoa 142.999 2022M02 Exkurs cocence ** 142.951 2022M03 cocenive 144.944 2022M04 150.879 2022M05 151.551 2022M06 * 154.348 2022M07 156.092 2022M08 .... 156.947 155.506 156.387 www.wor 160.648 www.one 162.212 EVICE 163.986 200.000 161.63 162.364 Se 166.16 168.28 169.593 170.128 167.859 165.345 105.54% 166.75 171.031 167.869 169.098 165.285 167.908 171.217 erecer 167.52 170.727 eroter 170.861 410004 167.926 **** 171.317 arever 170.149 174.079 180.97 180,946 185.353