Compute and present a history of a 95% one day VaR for the portfolio in question using a) 1 year of data, b) 2 years of data and c) 3 years of data.

2.Variance Covariance VaR

Compute and present a history of a 95% one day VaR for the portfolio in question using a) 1 year of data, b) 2 years of data and c) 3 years of data.

3.Backtesting VaR

Backtest all the VaR models using a simple proportion of failure model (either using z-statistics or a binomial distribution) for the entire data period and for each calendar year.

4.Expected Tail Loss - Historic Simulation

Compute and present a history the 95% Expected Tail Loss for the portfolio in question using a) 1 year of data, b) 2 years of data and c) 3 years of data.