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Assume that 5 0 0 days ago ( last 5 0 0 days on CRSP ) , you invested $ 1 million in a portfolio

Assume that 500 days ago (last 500 days on CRSP), you invested $1 million in a portfolio that ismade up of 5 stocks of your choosing. The stocks are equally weighted in the portfolio.Present the following information your Portfolio (note that you need to track the total return onthe portfolio throughout this period) :1- Summary of the portfolios expected return, standard deviation, skewness, kurtosis, SharpeRatio, semivariance and Sortino Ratio - assume your target to be the 1-year Rf rate (3.55%).2- The 95% and 99% daily VaR of the portfolio assuming the portfolio returns follow a normaldistribution.3- The 10-day 95% and 99% VaR based on the results of the earlier requirement and assuming:a. No 1st order autocorrelation in the returns.b.1st order autocorrelation exists and is equal to 0.22.

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