The Standard Bank Risk Executive Maharsh Boaz is discussing a case with you in which he outlines that the institution has a portfolio that consists of a single asset in the Middle East Stock Exchange. The return of the asset is normally distributed with mean return 20% and standard deviation 30%. The value of the portfolio today is US$100 million. He needs to quantify the risk of a potential loss for this portfolio by year end at a 95% confidence level. Critically discuss the method that you will recommend to him and how it should be administered. Your response should make use of relevant examples.