Please answer all Questions and provide working out

As a risk measure, Value at Risk (VaR) is not as coherent as Expected Shortfall (ES) because a. VaR does not always satisfy Homogeneity property while ES does. b. VaR does not always satisfy Subadditivity property while ES does. c. VaR does not always satisfy Monotonicity property while ES does. d. VaR does not always satisfy Translation Invariance property while ES does. Clear my choice Suppose that the assets of a bank consist of $100 million of loans of BBB-rated corporations. The PD for the corporations is estimated as 1%. The average maturity is five years and the LGD is 60%. What is the total risk-weighted assets for credit risk under the Basel II advanced IRB approach? a. \$13.2 million b. $165.4 million c. $178.1 million d. $100 million Clear my choice