Estimate the daily VaR at the 1% and 5% levels using both the parametric and historical simulation methods. Compare the results and discuss the pros and cons of the VaR as a risk measure and the pros and cons of the two methods in estimating the VaR. Assume that the weights of the two ETFs remain the same throughout your estimation process. That is, they continue to be equally weighted throughout (this will require rebalancing given a change in the prices of these ETFs, which we assume in this case). Also estimate the average annualized return and standard deviation of the portfolio. (Hint: Extract historical data from Yahoo! Finance using the web interface or Python programming. A sample Python code on how to do that will be provided)