Mr. Fazli is handling a portfolio has 5 days 90% VAR IS 55M. The recommended multiplier (K) for capital allocation was increase from 2 to 25 as a part of the restructuring to streamline the market risk policies across the department. Moreover, the streamline comprises the change of 97.5% VAR to 99% VAR (3 marks) a) Compute the capital should be allocated before streamline (6 marks) b) Compute the VAR for 99% confidence level for 5 days maries) c) Compute the capital should be allocated after streamline 3 marks) d) Compute the percentage increase of capital after streamline. e) Propose any TWO (2) ways on how to get sufficient fund to meet the increase the capital requirement for 5 days. (5 marks) Mr. Fazli is handling a portfolio has 5 days 90% VAR IS 55M. The recommended multiplier (K) for capital allocation was increase from 2 to 25 as a part of the restructuring to streamline the market risk policies across the department. Moreover, the streamline comprises the change of 97.5% VAR to 99% VAR (3 marks) a) Compute the capital should be allocated before streamline (6 marks) b) Compute the VAR for 99% confidence level for 5 days maries) c) Compute the capital should be allocated after streamline 3 marks) d) Compute the percentage increase of capital after streamline. e) Propose any TWO (2) ways on how to get sufficient fund to meet the increase the capital requirement for 5 days