The following table shows ranked losses from the historical simulation with 250 scenarios based on market movements that would have been significantly bad for a given portfolio: Scenario Loss ('000s) 154 37.784 249 34.543 216 28.224 227 47.974 131 22.256 109 21.389 247 19.269 136 19.050 177 18.127 195 14.450 What is the one-day stressed expected shortfall (ES) at the 99% level? 28.224 33.517 34.576 86.439