Instructions Consider an equally weighted portfolio consisting as the following stocks: Microsoft (MSFT) Intel (INTC) International Business Machines (IBM) Apple Inc. (AAPL) Google (Alphabet Inc.) (GOOG) and two factors S&P 500 Index (^GSPC) NASDAQ Index (^IXIC) Let R1, R2, R3, R4, R5 be returns of those five stocks, respectively, F1 and F2 be the daily returns of S&P 500 Index and NASDAQ Index. 1. Parametric VaR & CVaR (Use 1 year daily from Yahoo Finance from 09/15/2022 to 09/15/2023) 1. Find mean and variance of returns of 5 stocks, respectively. 2. Find the covariance matrix of the 5 stock returns. 3. Consider an equally weighted portfolio of the 5 stocks and calculate parametric 99%-VaR and CVaR of the portfolio using the Gaussian assumption. 2. Historical VaR & CVaR (Use 10 years daily data from Yahoo Finance from 09/15/2012 to 09/15/2022) 1. Find historical 99% -VaRs for those 5 stock returns. 2. Consider an equally weighted portfolio of the 5 stocks and calculate Historical 99%-VaR and CVaR 3. VaR & CVaR with the multi-factor model (Use 1 year daily from Yahoo Finance from 09/15/2022 to 09/15/2023) 1. Estimate the intercepts and beta coefficients for each R using regression model 2. Find the covariance metrics for F1 and F2 3. Consider an equally-weighted portfolio with those 5 stocks and Calculate 99%-VaR and CVaR (AVAR) under the Gaussian assumption.