Calculating VaR, Capital Attribution and Profitability

Citigroup reports its proprietary trading activities as a business segment it calls "Principal Transactions."

Note: For all questions, assume (1) a Normal Distribution; (2) mean future return of zero; and (3) ignore any autocorrelation.)

Refer to spreadsheet that contains a table of the profits/(losses) for the Principal Transactions segment, by transaction type, over the last 16 years (2003-2018). (This data was taken from Citigroup's 10-K reports, filed with the SEC, with some reformatting to match the presentation format of 2018, and ignoring an immaterial amount of "Other".)