has the following intratments Tabie 1 passive Partfolis Posilinh The Manage is iaterreted ia knising a) VaR at 99g b) Var al 99.586 e) ES at 99% d) ES at 99.5% The manager asios the rink analyst fo rnatrot the following sceta arios 1) Using the past five yeats of cat a cospete the VAF aad ES at 99% and 995% using hlotorical simulation methed? 2) Uaing the pas five yars of data cempate the VAR and ES a 90% and 995%. Assurne that the losses/gaies ate normally distribated sith mran w mean of Losses/gains and of I =SD= standard Drazation of Losses/guins. 3) Viing the 2 sean of finamrial crias data (Jan 1, 2007 to Dec 31, 3008) compate Strrosed VaR and Stressed ES at 99% asd 99.5% uning histerical sinelatiotr. 4) Using the 2 years of francial criect Uats (Ian 1. 2007 to Der 31, 2003) rompute VaR and ES at 99% ind 99.58. Assume that thr lowes igains aze pormally diatribeted with E mean = mean of Lasses/gains atd e=SD= standard Deriation of Losses/gains. 5) Purtfollo man ager is also thinking of changhg the aset allocation. The new asset allocation will be Table 2. Paioive Purtfobe Pueition Rejent Q1) witb ner allocation. has the following intratments Tabie 1 passive Partfolis Posilinh The Manage is iaterreted ia knising a) VaR at 99g b) Var al 99.586 e) ES at 99% d) ES at 99.5% The manager asios the rink analyst fo rnatrot the following sceta arios 1) Using the past five yeats of cat a cospete the VAF aad ES at 99% and 995% using hlotorical simulation methed? 2) Uaing the pas five yars of data cempate the VAR and ES a 90% and 995%. Assurne that the losses/gaies ate normally distribated sith mran w mean of Losses/gains and of I =SD= standard Drazation of Losses/guins. 3) Viing the 2 sean of finamrial crias data (Jan 1, 2007 to Dec 31, 3008) compate Strrosed VaR and Stressed ES at 99% asd 99.5% uning histerical sinelatiotr. 4) Using the 2 years of francial criect Uats (Ian 1. 2007 to Der 31, 2003) rompute VaR and ES at 99% ind 99.58. Assume that thr lowes igains aze pormally diatribeted with E mean = mean of Lasses/gains atd e=SD= standard Deriation of Losses/gains. 5) Purtfollo man ager is also thinking of changhg the aset allocation. The new asset allocation will be Table 2. Paioive Purtfobe Pueition Rejent Q1) witb ner allocation