Given the following portfolio One unit of stock S with initial value $100 $100 in a money market (MM) risk-free account (Risk-free) One 3-year Put option with strike of $80. Other assumptions Risk free rate term structure of 3% flat o Risk-free rate follows a Vasicek process with a=0.10, b=0.03, and sigma = 0.01. Term structure flat at the risk-free level Stock Real World (RW) growth rate of 8% Stock RW volatility of 17% Implied volatility of 20%, flat term structure and no skew 30% correlation between stock return and change in risk- free rates Simulate 100 (or more) RW scenarios using 12 monthly steps and calculate the following. a) What is the mean, median, std dev, VaR (90%), and Expected Shortfall (90%) of this portfolio in 1 year? b) What is the mean, median, std dev, VaR, and Expected Shortfall of the same portfolio if you rebalance the Stock and MM to the 50%/50% weights each month?