Calculate the value-at-risk (VaR) of stocks by running 6,000 random trials using Monte Carlo Simulations to predict the possible stock value. Predict the worst likely absolute loss given the confidence intervals are 95% and 99% over a specified time horizon of 25 days. Please use Black-Scholes Asset Pricing model to calculate the possible future stock value. Plot histogram for the expected values.

Iterations 6000

Portfolio Value 2,000,000.00

Risk Free Rate 1.5%

Expected Volatility (Standard Deviation) 0.3091

Variance 0.09554281

Time Horizon 25 days

Standard Trading Days in a Year 252