Can someone help me with these exercices? All the references are from John Hull's book (Risk Management and financial Institutions 4th edition)

• In Table 2.2 in text, suppose that suppose that DLCs income before tax is normally distributed with mean 0.5 and standard deviation 2.5 The tax rate is 30%. What is the probability that DLCs equity will be wiped out in one year?
• Problem 3.19 in text. Use Excel in conjunction with the Solver tool. You should include a table demonstrating why your answer is correct.
• An investor divides his money between hedge funds that earn (before fees) -20%, -5%, +10%, +20%, +25%, and +30%. All hedge funds charge 2 plus 20%. What is the overall return on the investments? How is it divided between the hedge fund and the investor? How does your answer change if a fund of funds charging 1 plus 5% is used. (Assume that the fund of fund incentive fee applies to the net (after fees) profits from the hedge funds.)
• How does Table 6.1 in text change if the principal assigned to the senior, mezzanine, and equity tranche in Figure 6.4 are 80%, 15%, and 5% for the ABS and 70%, 25% and 5% for the ABS CDO? Give results for the situations where the losses to the subprime portfolio are 6%, 8%, 10%, and 12%.
• Problem 18.18 in text.
• Apply EWMA and GARCH (1,1) to the data on the euro-USD exchange rate that is on the portal
• The probability that a certain loss will be greater than $10 million is 3%. What does the power law give for the 99% VaR as a function of the a parameter.
• Problem 11.17 in text
• A bank has a $50 million portfolio of loans. The probability of each loan defaulting in a year is 2%, the recovery rate averages 60%. Show how the one-year 99.5% VaR varies with the copula correlation. (Provide a table showing the VaR for copulas correlations of 0, 0.1, 0.20.9.)
• Problem 12.13 in text