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Example 1: The gain from a portfolio during six month is normally distributed with mean 0 million and standard deviation 10 million. Please calculate the VaR for a six-month time horizon under the confidence level of 99% Example 2: The loss from a portfolio during 10 business days is exponentially distributed f(x)-3exp(-3x). Please calculate the VaR for a ten-day horizon under the confidence level of 90%. Example 3: The gain from a portfolio during one month is normally distributed with mean -0.1 million and standard deviation 10 million. Please calculate the VaR for a 1-month time horizon under the confidence level of 95%