Company A: GOODMAN GROUP Company B: AMCOR PLC

Based on last 501 days historical data for these 2 stocks(attached).

Calculate 500 alternative scenarios for the $ value of the $3,000,000 investment in company A stock and the $7,000,000 investment in company B stock, respectively. Sum these two for each scenario to obtain 500 simulations for the $ value of your portfolio consisting of stock A and stock B.

Based on the 500 scenarios for the $ value of your portfolio consisting of stock A and stock B, calculate the 500 alternative gains/losses for your portfolio

Calculate the 5-day 99% VaR for this portfolio. What does it mean?

Calculate the 5-day 95% VaR for this portfolio. What does it mean?

Briefly discuss the advantages/disadvantages of this approach.

What would be the advantages and disadvantages of using the most recent 1,001 days (approximately four years) instead of the most recent 501 days? No calculations are required for this sub-question.