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Assume that you have a stock with daily returns that are normal with mean $10 million and standard deviation $15 million. What are the 1-day

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Assume that you have a stock with daily returns that are normal with mean $10 million and standard deviation $15 million. What are the 1-day Value at Risk - VaR and Expected Shortfall - ES for this stock, at the 99% confidence level? The VaR is $24.9 million and the ES is $29.98 million The VaR is $24.9 million and the ES is $29.98 million The VaR is $49.95 million and the ES is $10.15 million The VaR is $44.9 million and the ES is $49.98 million The VaR is $49.95 million and the ES is $10.15 million

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