DATE (year/month)	Amazon	T-BILL rate	Market Return
201001	-0.067722	0	-0.0336
201002	-0.055897	0	0.034
201003	0.146706	0.0001	0.0632
201004	0.009796	0.0001	0.0201
201005	-0.084902	0.0001	-0.0788
201006	-0.129125	0.0001	-0.0556
201007	0.078986	0.0001	0.0694
201008	0.058868	0.0001	-0.0476
201009	0.258191	0.0001	0.0955
201010	0.052018	0.0001	0.0389
201011	0.061551	0.0001	0.0061
201012	0.026226	0.0001	0.0683
201101	-0.057556	0.0001	0.02
201102	0.021516	0.0001	0.035
201103	0.039471	0.0001	0.0047
201104	0.087048	0	0.029
201105	0.004494	0	-0.0127
201106	0.039656	0	-0.0175
201107	0.088171	0	-0.0235
201108	-0.032761	0.0001	-0.0598
201109	0.004646	0	-0.0759
201110	-0.012579	0	0.1135
201111	-0.099386	0	-0.0028
201112	-0.099797	0	0.0074
201201	0.123281	0	0.0505
201202	-0.075859	0	0.0442
201203	0.126996	0	0.0311
201204	0.145129	0	-0.0085
201205	-0.081889	0.0001	-0.0618
201206	0.072519	0	0.0389
201207	0.021677	0	0.0079
201208	0.064166	0.0001	0.0256
201209	0.024369	0.0001	0.0274
201210	-0.084252	0.0001	-0.0175
201211	0.082256	0.0001	0.0079
201212	-0.004682	0.0001	0.0119

The file Homework2Data.xls contains monthly returns for Amazon stock, the equity market, and one-month T-bills (risk free rate) from January 2010 to December. 2012

c. (6 points) Assume that monthly returns of Amazon are normally distributed. What is the 5% and 1% VaR?