Excel Calculation

Download prices of Goldman Sachs (GS), Meta Platforms Inc (FB), and S&P 500 ETF (SPY) in the past year. (Sheet 1)

Calculate the daily returns of the three securities. (Sheet 1)

Calculate the covariance matrix and the correlation coefficient matrix for returns of the three securities. (Sheet 2)

Calculate 95% return VaR and 95% return ES for the three securities, assuming normal distributions. (Sheet 3)

Calculate 95% return VaR and 95% return ES for the three securities, assuming normal distribution using historical mothed. (Sheet 4)