Suppose you hold a $1000 position in a stock and assume you have a sample of 30 daily returns on the stock with the sample mean 0.0008 and the sample standard deviation

 0.1035. The smallest 10 observations in the sample are:  0.2117,  0.1996,  0.1618,  0.1477,  0.1343,  0.1254,  0.1028,  0.0812,  0.0565,  0.0561

(a) Find the 1-day Value-at-Risk (VaR) with 90% confidence using the nonparametric method. 

(b) Find the 1-day VaR with 90% confidence using the parametric method.