hi would appreciate some help for the first part of the question which is to find VaR and CVaR/Expected Shortfall.

especially on CVaR, do i need to find the probabilities id gain/loss to interpolate?

The table below show the historical returns of Alpha Bank for the past 40 days From the table, evaluate the 1 day, 90% VaR and CVaR. Compare and interpret the VaR figures from Question 3(a) with the VaR from 96 42 64 16 -64 -68 -46 -67 98 92 -16 -58 -43 53 91 14 Historical Returns -61 .43 -59 S 000,000) 2795 18 -84 87 -91 -85 27 -87 61 7228 4 59 -95 (10 marks)