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suppose you invest RMB10000 in shanghai-shengzhen 300 stock ETF fund on date 20201117 HW1: please calculate 95% confidence level VaR of the fund. date open

suppose you invest RMB10000 in shanghai-shengzhen 300 stock ETF fund on date 20201117 HW1: please calculate 95% confidence level VaR of the fund. date open high low close volume 2020/06/19 4047.05 4109.36 4043.49 4098.71 152946992 2020/06/22 4097.51 4126.94 4088.78 4102.05 155829472 2020/06/23 4098.04 4124.73 4080.75 4121.79 129229512 2020/06/24 4128.1 4144.68 4123.36 4138.99 121712464 2020/06/29 4127.93 4137.37 4092.54 4109.72 130865856 2020/06/30 4130 4174.42 4129.78 4163.96 125933520 2020/07/01 4172.64 4247.78 4163.5 4247.78 169990464 2020/07/02 4239.41 4340.1 4238.12 4335.84 252939360 2020/07/03 4353.19 4419.6 4348.45 4419.6 290485536 2020/07/06 4465.81 4678.11 4465.81 4670.09 405821024 2020/07/07 4739.61 4796.32 4688.06 4698.13 406008544 2020/07/08 4692.86 4803.36 4670.65 4774 348074848 2020/07/09 4770.08 4854.12 4757.29 4840.77 351046880 2020/07/10 4796.09 4821.37 4734.47 4753.13 316949664 2020/07/13 4742.37 4878.08 4741.87 4852.96 321645440 2020/07/14 4836.17 4860.44 4729.93 4806.69 297241984 2020/07/15 4821.52 4837.48 4723.36 4744.47 272388992 2020/07/16 4741.53 4772.56 4513.65 4516.25 284657120 2020/07/17 4524.77 4601.37 4485.82 4544.7 207375568 2020/07/20 4597.2 4681.94 4534.23 4680.3 246068912 2020/07/21 4697.5 4714.29 4661.44 4691.04 200415664 2020/07/22 4682.66 4790.45 4675.35 4714.45 224199216 2020/07/23 4668.74 4731.4 4607.66 4712.44 234314576 2020/07/24 4679.03 4691.7 4479.39 4505.59 243905200 2020/07/27 4535.01 4558.12 4482.44 4528.45 171420544 2020/07/28 4567.67 4590.25 4537.69 4568.26 162768496 2020/07/29 4559.16 4680.56 4548.85 4679.01 186695312 2020/07/30 4689.76 4704.63 4649.77 4656.15 166967568 2020/07/31 4652.18 4741.81 4621.96 4695.05 184839024 2020/08/03 4735.9 4771.37 4720.03 4771.31 214776240 2020/08/04 4778.49 4807.08 4747.78 4775.8 239974992 2020/08/05 4761.76 4786.7 4711.27 4777.11 196700544 2020/08/06 4779.24 4791.86 4691.16 4762.76 227854400 2020/08/07 4742.29 4749.02 4637.84 4707.93 213518208 2020/08/10 4681.76 4757.66 4646.29 4724.87 203788832 2020/08/11 4730.38 4791.53 4674.86 4681.78 205546512 2020/08/12 4668.89 4681.62 4566.27 4647.64 202887232 2020/08/13 4666.49 4671.77 4626.1 4635.71 152550096 2020/08/14 4627.61 4708.07 4617.63 4704.63 147292928 2020/08/17 4727.12 4838.09 4721.36 4815.23 268001552 2020/08/18 4816.57 4825.39 4788.83 4812.76 189139856 2020/08/19 4804.67 4809.05 4738.01 4740.68 192442944 2020/08/20 4708.13 4721.44 4662.8 4679.15 158368640 2020/08/21 4717.79 4739.48 4684.81 4718.84 142657856 2020/08/24 4746.4 4769.47 4716.61 4755.85 151143520 2020/08/25 4769.21 4802.41 4746.31 4761.95 141701344 2020/08/26 4761.72 4786.42 4689.88 4706.13 151305184 2020/08/27 4718.06 4731.94 4679.36 4731.35 119042848 2020/08/28 4727.29 4850.49 4719.35 4844.27 159399760 2020/08/31 4870.93 4901.21 4816.21 4816.22 202567024 2020/09/01 4803.39 4842.13 4791.78 4842.12 138395408 2020/09/02 4859.08 4863.55 4797.52 4843.89 157989520 2020/09/03 4841.5 4877.01 4800.06 4817.1 145671200 2020/09/04 4737.24 4778.2 4726.56 4770.22 120032800 2020/09/07 4759.52 4789.3 4655.56 4669.37 148607792 2020/09/08 4683.83 4707.9 4639.05 4694.39 139199232 2020/09/09 4634.25 4645.2 4558.03 4584.59 162277104 2020/09/10 4632.1 4647.75 4572.21 4581.98 150652880 2020/09/11 4572.26 4630.88 4563.11 4627.28 115302424 2020/09/14 4652.05 4666.99 4625.99 4651.05 107235176 2020/09/15 4649.45 4691.5 4630.54 4688.48 101915928 2020/09/16 4683.01 4690.68 4638.46 4657.36 108753640 2020/09/17 4642.05 4664.95 4601.64 4632.71 105983632 2020/09/18 4636.64 4737.8 4631.7 4737.09 160426480 2020/09/21 4750.75 4752.98 4688.72 4691.43 124535824 2020/09/22 4654.22 4706.21 4622.11 4635.76 119672944 2020/09/23 4639.66 4665.96 4623.55 4652.33 95826528 2020/09/24 4623.95 4631.95 4562.21 4563.07 112593680 2020/09/25 4582.48 4599.54 4554.72 4570.02 93015152 2020/09/28 4582.65 4613.63 4571.15 4581.91 85048392 2020/09/29 4608.29 4616.68 4586.35 4591.8 85993856 2020/09/30 4607.58 4634.72 4563.41 4587.4 89081200 2020/10/09 4663.61 4695.4 4655.09 4681.14 111337512 2020/10/12 4705.19 4823.27 4704.16 4823.16 155784560 2020/10/13 4812.9 4845.92 4795.37 4839.2 116516336 2020/10/14 4830.46 4830.46 4795.91 4807.1 111906920 2020/10/15 4810.78 4833.89 4796.26 4798.74 109964960 2020/10/16 4798.92 4825.55 4765.97 4791.68 116716104 2020/10/19 4823.49 4849.61 4747.34 4755.49 129246360 2020/10/20 4751.37 4793.47 4739.46 4793.47 98048160 2020/10/21 4801.63 4801.63 4758.86 4792.83 103805704 2020/10/22 4780.6 4791.81 4725.5 4777.98 101350888 2020/10/23 4775.47 4802.46 4717.1 4718.49 106825184 2020/10/26 4684.05 4713.39 4639.3 4691.24 108343272 2020/10/27 4680.14 4708.46 4671.85 4699.28 92656304 2020/10/28 4703 4753.31 4685.6 4737.27 108463400 2020/10/29 4683.61 4803.03 4679.25 4772.92 117117248 2020/10/30 4776.47 4778.51 4683.47 4695.33 139802304 2020/11/02 4702.75 4738.02 4695.44 4720.83 142867696 2020/11/03 4743.17 4793.4 4734.17 4777.56 136055408 2020/11/04 4781.45 4825.46 4770.56 4813.66 114661808 2020/11/05 4861.34 4885.11 4838 4885.11 139244592 2020/11/06 4897.63 4897.63 4845.43 4885.72 153639040 2020/11/09 4918.86 4997.8 4918.86 4981.35 197131984 2020/11/10 4995.41 4995.41 4928.93 4953.88 176267216 2020/11/11 4937.76 4957.58 4901.71 4904.9 164470512 2020/11/12 4916.77 4926.34 4891.51 4908.46 118114616 2020/11/13 4886.98 4886.98 4825.76 4856.85 133693080 2020/11/16 4880.96 4904.17 4848.62 4904.17 148770976 2020/11/17 4903.12 4909.29 4865.39 4894.79 151487464

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