On Feb 10, 2017 Apple Inc. (AAPL) quotes at 132.12. Option quotes with expiry on April 21st, 2017 are available in the following Table. The dividend yield on Apple is at 2.28%. The two-months US LIBOR rate is 085%. The three-months US LIBOR rate is 1.04%^1 Suggest and implement a procedure to estimate, for an horizon of 10 days and confidence level of 95%. VaR on the long call option with strike at 130; VaR on the short call option with strike at 155; VaR on the long put option with strike at 135; VaR on a portfolio that is long the call with strike at 130 and short the put with strike at 135. In your computations, make explicit all the assumptions that you make. On Feb 10, 2017 Apple Inc. (AAPL) quotes at 132.12. Option quotes with expiry on April 21st, 2017 are available in the following Table. The dividend yield on Apple is at 2.28%. The two-months US LIBOR rate is 085%. The three-months US LIBOR rate is 1.04%^1 Suggest and implement a procedure to estimate, for an horizon of 10 days and confidence level of 95%. VaR on the long call option with strike at 130; VaR on the short call option with strike at 155; VaR on the long put option with strike at 135; VaR on a portfolio that is long the call with strike at 130 and short the put with strike at 135. In your computations, make explicit all the assumptions that you make