Problem 4 Consider a position in the following assets: Asset A: $12,500 Daily : 1.25% Calculate the 10-day 99% Value at Risk (VaR) for the portfolio. Asset B: $25,000 Daily : 2.00% P = 0.35 Problem 5 You are given the following data for a European put option. S = 80 r= 3.00% p= 5.1015 K = 81 0.75 years C= ? Calculate the price of the European call option based on put-call parity